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David M. Rowe Risk Advisory - Videos


Interview Concerning "Risk Management Beyond VaR"

This is an interview concerning issues raised in my paper entitled "Risk Management Beyond VaR" delivered at the.Atlanta Federal Reserve Bank's 2013 Financial Markets Conference.

Atlanta Fed Interview (10-Apr-2013 : 12 min 4 sec)

Lessons for Financial Risk Management from the Great Recession

This is a PowerPoint presentation delivered to the local Chapter of the Professional Risk Managers' International Association (PRMIA) in Johannesburg South Africa in late June of 2009.  It is broken into segments to make it more accessible.

Introduction (25-Jun-2009 : 3 min 3 sec)

Lesson 1 - Statistical Entropy (25-Jun-2009 : 14 min 6 sec)

Lesson 2 - Structural Imagination (25-Jun-2009 : 0 min 42 sec)

Lesson 3 - Self-Referential Feedback (25-Jun-2009 : 7 min 35 sec)

Lesson 4 - Complexity and Dark Risk (25-Jun-2009 : 2 min 55 sec)

Lesson 5 - Alternate Means of Valuation (25-Jun-2009 : 8 min 53 sec)

Was It a Black Swan? - Dark Risk Diagnosis (25-Jun-2009 : 8 min 57 sec)