Umar RafiThe Black Swan SeriesThis is a series of blogs that cover the model risk that is created due to the misunderstanding of Black Swan events in statistical…Jun 24, 2020Jun 24, 2020
Umar RafiTHE TAIL RISK OF BEING BOWLED: Why Chief Risk Officers must play cricket=====================================Jun 24, 2020Jun 24, 2020
Umar RafiLAW OF LARGE NUMBERS (LLN): Can a billionaire be 14 miles tall?How many observations do we need to be comfortable that we have a large enough sample size to make a decision? If someone wants to drill…Jun 24, 2020Jun 24, 2020
Umar RafiBLACK SWAN RISK: Why financial regulators never see it comingSo, what is Black Swan?Jun 24, 2020Jun 24, 2020
Umar RafiThe ab(NORMAL) NORMAL — Part II: The misbehaving curve of finance….=======================================Jun 24, 2020Jun 24, 2020
Umar RafiTHE (ab)NORMAL NORMAL — Part I: Where two giraffes can have a horse========================================Jun 24, 2020Jun 24, 2020