"Financial Engineering: The Process of Measuring and Controlling Risk"

September 28 
Terry Grieb - Business & Economics

Abstract: Risk management is at the core of successful business operations. This discussion will explore the current methods for identifying risk exposures and implementing strategies to control market risk. A specific discussion of measuring and hedging interest rate and insolvency risk for a financial institution will be used to demonstrate current theory and practice in this area, and to develop the foundation for ongoing research.