"Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers...

These presentation slides correspond to an advanced course in financial risk management given at the University of Evry/Paris-Saclay. They cover the following topics:Lecture 1. Introduction to Financial Risk ManagementLecture 2. Market RiskLecture 3. Credit RiskLecture 4. Counterparty Credit...

1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and...