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Wednesday, August 24 • 3:00pm - 3:30pm
Toy Stress Testing with Python: Fun with Modeling Risk

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When exploring new methods to model risk, Python provides a fast and fun way to prototype models. I’ll present several examples, from more standard methods to original approaches, all inspired by CCAR and DFAST requirements for banks. Depending on your background, you'll leave with either a glimpse of the modeling that goes into stress testing or new ideas for using data to analyze the risk of the unexpected.

Speakers
avatar for Dr. Kaisa Taipale

Dr. Kaisa Taipale

Assistant Professor, University of Minnesota


Wednesday August 24, 2016 3:00pm - 3:30pm
Room 2-213 Carlson School of Management, 321 19th Ave S, Minneapolis, MN 55455

Attendees (25)



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