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Beta and Duration as Measurements of Future Risk and Returns

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Focusing on the impact of the 2007/2008 financial crisis, this seminar paper examines the inefficiencies in risk management within financial institutions. It critiques the inadequacy of existing models and highlights the shortcomings of regulatory frameworks that failed to prevent the crisis. The analysis underscores the urgent need for improved risk management strategies in the wake of the crisis, reflecting on lessons learned and the importance of robust governance in the financial sector.

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Beta and Duration as Measurements of Future Risk and Returns, Christoph Schubert

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Released
2015
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