FARCON 2016 has ended
Registered for FARCON? Check your email for your Sched log in information to create your own schedule!
View analytic
Wednesday, August 24 • 3:00pm - 3:30pm
Toy Stress Testing with Python: Fun with Modeling Risk

Log in to save this to your schedule and see who's attending!

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.

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)