Explore a comprehensive lecture on correlation scenarios and correlation stress testing delivered by Natalie Packham from the Berlin School of Economics and Law. Delve into advanced quantitative methods for wealth management as part of the Fields CFI Workshop. Gain insights into the latest research and practical applications of correlation analysis in financial risk management. Learn how to develop and implement effective stress testing strategies to assess portfolio vulnerabilities under various market conditions. Enhance your understanding of correlation dynamics and their impact on investment decision-making and risk mitigation techniques.
Correlation Scenarios and Correlation Stress Testing
Overview
Syllabus
Correlation Scenarios and Correlation Stress Testing
Taught by
Fields Institute
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