Financial Markets

  1. Risk Management in Financial Markets
    1. Types of Financial Risk
      1. Market Risk
        1. Interest Rate Risk
          1. Equity Price Risk
            1. Currency Risk
              1. Commodity Price Risk
              2. Credit Risk
                1. Default Risk
                  1. Credit Spread Risk
                    1. Counterparty Risk
                      1. Settlement Risk
                      2. Liquidity Risk
                        1. Market Liquidity Risk
                          1. Funding Liquidity Risk
                          2. Operational Risk
                            1. Process Risk
                              1. Systems Risk
                                1. Human Error Risk
                                  1. External Event Risk
                                  2. Model Risk
                                    1. Model Specification Risk
                                      1. Parameter Risk
                                        1. Implementation Risk
                                      2. Risk Measurement Techniques
                                        1. Volatility Measures
                                          1. Historical Volatility
                                            1. Implied Volatility
                                              1. GARCH Models
                                              2. Value at Risk
                                                1. Parametric VaR
                                                  1. Historical Simulation VaR
                                                    1. Monte Carlo VaR
                                                    2. Expected Shortfall
                                                      1. Conditional VaR
                                                        1. Tail Risk Measures
                                                        2. Stress Testing
                                                          1. Scenario Analysis
                                                            1. Sensitivity Analysis
                                                          2. Risk Management Strategies
                                                            1. Diversification
                                                              1. Asset Class Diversification
                                                                1. Geographic Diversification
                                                                  1. Time Diversification
                                                                  2. Hedging Strategies
                                                                    1. Delta Hedging
                                                                      1. Duration Matching
                                                                        1. Currency Hedging
                                                                        2. Insurance Approaches
                                                                          1. Portfolio Insurance
                                                                            1. Credit Insurance
                                                                            2. Risk Budgeting
                                                                              1. Risk Allocation
                                                                                1. Risk-Adjusted Returns

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                                                                            16. Market Efficiency and Behavioral Finance

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                                                                            18. Regulation and Market Oversight