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Video: Using R in Academic Finance

David Smith's picture

The slides and replay for Dr Sanjiv Das's webinar, Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice are now available. I've embedded the slides below: they tell a great story of how Das, after being mistaken for the then-CEO of Citibank (with whom he shares a name) was then led to research (using R software) into the reasons why many banks were not offering home-loan modifications despite the grave economic threat of foreclosures. He also invesitgates systemic risk in the financial system, and determines which banks really are "too big to fail". There are also sections on portfolio optimization with R, and resources for calling R from the Web.

The replay of the webcast is also available at the link below.

Revolution Analytics webinars: Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice