{"version":1,"type":"rich","provider_name":"Libsyn","provider_url":"https:\/\/www.libsyn.com","height":90,"width":600,"title":"Tail Risk: How to Incorporate Extreme Events into Financial Risk Modeling","description":"Hear from Prof. Clifford Rossi as we examine some of today\u2019s biggest financial risk modeling challenges.  Risk modelers have recently been befuddled by rare and powerful non-financial events, including the pandemic, geopolitical conflicts, radical weather happenings, and a supply-chain crisis. What are the characteristics and impacts of these unpredictable incidents? In this podcast, University of Maryland professor and GARP&amp;nbsp;CRO Outlook&amp;nbsp;columnist Clifford Rossi will address these issues, and also share his views on how financial institutions can better understand these risks and link them properly to financial losses.  ","author_name":"GARP Risk Podcast","author_url":"http:\/\/www.garp.org\/","html":"<iframe title=\"Libsyn Player\" style=\"border: none\" src=\"\/\/html5-player.libsyn.com\/embed\/episode\/id\/24829155\/height\/90\/theme\/custom\/thumbnail\/yes\/direction\/forward\/render-playlist\/no\/custom-color\/88AA3C\/\" height=\"90\" width=\"600\" scrolling=\"no\"  allowfullscreen webkitallowfullscreen mozallowfullscreen oallowfullscreen msallowfullscreen><\/iframe>","thumbnail_url":"https:\/\/assets.libsyn.com\/secure\/content\/91804256"}