Nassim Nicholas Taleb
Early warning signs can provide vital clues to firms with ‘feet of clay’
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Nassim Nicholas Taleb articles
Banks should abandon modern portfolio theory as it does not capture unexpected rare events, according to Nassim Nicholas Taleb, author of the risk management book The Black Swan .
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.