VIDEO
With STORM, financial engineers or students may explore areas of risk outside job description or curriculum. Each 45-60 minute video presentation ties together stylized facts of markets, financial models, and practical applications.
Delta Vega offers several plans. Videos of the most recent talks are available at a basic subscription level, with more distant ones made available on a complimentary basis. Premium subscriptions allow access to talk slides and tools such as Python and Excel discussed and used to create talk content.
Special Topics of Risk Management (STORM)
STORM 17 (presented 5/21/25) is the first of two insurance risk talks. It focuses on non-life insurance, i.e. property and casualty and related short/medium term considerations. It discusses insurance premium pricing using utility theory, previously introduced in STORM 13. It then covers mixed probability distributions to model claims. A later section discusses the fundamental concepts in ruin theory. The talk concludes with a treatment of insurer tail risk with metrics such as VaR and Expected Shortfall.
STORM Season 1
S1E1: Securities Lending Risk
S1E2: FX and Crosscurrency Risk
S1E3: Vendor Software Risk
S1E4: Mortgage Risk
S1E5: Climate Risk Part 1 of 2
S1E6: Climate Risk Part 2 of 2
S1E7: Asset-Liability Management Risk
S1E8: Digital Currency Risk
S1E9: Basics of Crypto Risk
S1E10: Advanced Crypto Risk
S1E11: LatAm Risk
S1E12: Surety Bond Risk
S1E13: Behavioral Risk
S1E14: Trade Risk
S1E15: Commercial RE Risk
S1E16: Loan Risk (CECL and IFRS 9)
S1E17: Non-Life (P&C) Insurance Risk
S1E18: Life Insurance Risk
STORM Season 2
Coming soon.