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A Collection of Risk Management Videos

Ken Abbott

Managing Director
I recently assembled a collection of links for risk-related videos for an independent study course I taught at Austin Peay State University in Clarksville, Tennessee. I thought some of you might find these links useful. Please let me know if you find them so.

Exploratory Data Analysis

Introduction to Descriptive Statistics
Exploratory Data Analysis
Data Science - Part III - EDA & Model Selection

Missing Data

Making Statistics Accessible: Approaches to Missing Data

Model Validation:

Model Validation Check List |Credit Risk Model | Model Documentation ||
Model Risk Management | Model Validation | Model Monitoring|CCAR
Intro to Model Validation in Credit Risk Analytics by a Risk Analytics Expert


Basel Accord|Financial & Banking Regulation
Basel III in 10 minutes
Is Making All Banks Follow the Same Rules a Bad Idea?
Is Making All Banks Follow the Same Rules a Bad Idea?
Basel IV: State of Play
Capital Management | Basel 2 & 3

Credit Risk

Credit Risk Introduction
Credit Risk Modeling
Quantitative Credit Risk Models
Qualitative Credit Risk Models

Operational Risk

Introduction to Operational Risk Course
Managing Operational Risk
"An Overview of Operational Risk Management"

Liquidity Risk

Asset Liability Management Webinar - Part 1 of 2
Asset Liability Management Webinar with Tony Curry - Part 2 of 2
BFM - Module B - Unit 14 - Liquidity Risk Management - Part I

Stress Testing

Stress Testing in Banking
CCAR and DFAST: DexLab Analytics Explains Them Here
Dodd-Frank: Webinar: Act Stress Test (DFAST)

Financial Crisis and Dodd Frank

The Dodd-Frank Act
The Dodd-Frank Act | Federal Reserve Bank of Minneapolis
Panic: The Untold Story of the 2008 Financial Crisis | Full VICE Special Report | HBO
LIVE DEBATE – Ten Years After the Global Financial Crisis, the System Is Safer
Adam Tooze: The 2008 Global Crisis: Approaches to a Future History
(Note that Tooze wrote what in my mind is the definitive book on the financial crisis, "Crashed.")

Market Risk

7. Value At Risk (VAR) Models
(Allow me this tidbit of self-promotion here...)

2015 - FRM : VAR Methods Part I (of 2)