Here are the top posts views on Finance Training Courses in the month of December 2010 directly from Google Analytics
Finance Course Store | Finance Training Courses - 453 Views Corporate Finance First Course | Finance Training Courses - 256 Views ICAAP Internal Capital Adequacy Assessment Sample ICAAP report format and table of content | Learning Corporate Finance - 248 Views The Derivatives… Premium Courses ALM – Crash Course$59.00ALM and Capital Adequacy$199.00Derivative Products$11.49Calculating VaR (Value at Risk)$199.00Archives for December, 2010
ALM: Liquidity Risk Measure: Cost-to-Close Example
Earlier we had considered an ALM Liquidity risk measure, namely the Cost-to-Close Liquidity Gap methodology. In this post we will look at an example of this risk measurement technique.
The measure is illustrated below for Bank Example at a high level, i.e. it is assumed that individual asset and liability cash flows have already been slotted into the relevant time buckets and have been summed:
ALM: Quantifying Liquidity Risk: Cost-to-Close Liquidity Gap Methodology
Asset Liability Management (ALM) includes effective Liquidity Management. One way of assessing a bank’s exposure to liquidity risk is to consider the gaps that exist between its assets and liabilities for pre-defined time buckets, and then calculate the cost that would be incurred to close out those gaps. The Cost-to-Close Liquidity Gap methodology is described in the post below.
Assets represent outflow of cash whereas liabilities represent an inflow of…
Premium Courses Quant Crash Course$199.00Understanding N(d1) & N(d2)$199.00Setting Counterparty Limits$69.00Principal Component Analysis – PCA – US Treasury Yield Rates$54.49Corporate Finance Training: WACC: Calculating weighted average cost of capital (WACC): Relevering Beta
Re-levering Beta
When assessing the value of a company’s operations the free cash flows need to be discounted using the weighted average cost of capital (WACC). The weighted average cost of capital is calculated using the cost of equity and cost of debt weighting them by their respective proportions within the optimal or target capital structure of the company, i.e.
WACC = E/(D+E)*Cost of Equity + D/(D+E) * Cost of Debt,…
Premium Courses ALM – Crash Course – EXCEL Examples$59.00Collateral Valuation in Credit Risk Management$21.49Basel & ICAAP - Package$125.00Pricing IRS – Module I – Term Structures EXCEL Example$13.99December Traffic update: It is down with a capital D…
Apparently everyone who has been reading Learning Corporate Finance is stuck at New York airport waiting for their flights, stuck in the subway for the snow to clear or in transit back to warmth and civilization. And those that didn’t venture out have snuck into their blankets with thick warm book. No one wants to study ALM or Value at Risk.
Because they certainly aren’t here at Finance…
Premium Courses Portfolio Risk Metrics – EXCEL Example$19.99Option Pricing using Monte Carlo Simulation$199.00Valuing Options – Binomial Tree – Traditional Approach – EXCEL Example$12.99ALM – Crash Course$59.00Finance Training Courses Cases in Profile: Case Studies resources and guides
Sometimes while going through an online course in addition to core training concepts it helps if we have a real life case to illustrate a core learning point. Here is a list of cases, walk through, numerical examples and samples of addressing a specific type of analysis available on Learning Corporate Finance. While the intended audience is business school students, analysts and associates, anyone with an interest in…
Premium Courses Asset Liability Management (ALM) Crash Course - Package$125.00Derivative Products - Package$15.00Setting Counterparty Limits - Package$169.00Understanding N(d1) & N(d2)$199.00Career choices that I made – early professional consulting career – lessons learnt
Here is the content of a post that I recently wrote on the Desi Back to Desh about lessons learnt from the career choices that I have made. I think there is some room for debate on lesson three and the shape of the two wage curves. Feel free to jump in anytime.
Career Lesson One – Opt for computer science
The reason why I have such a soft corner for…
Premium Courses Heath Jarrow Merton (HJM) Interest Rate Model - Package$130.00Interest Rate Simulation Crash Course - Package$199.00Pricing IRS – Module I – Term Structures EXCEL Example$13.99Black-Derman-Toy (BDT) Interest Rate Model - Package$125.00Basel III: Enhancements to Basel II: System-wide changes & Increased Stress Testing
Basel III seeks to enhance the Basel II framework by addressing both firm-specific risk as well as system-specific systemic risk factors. Earlier we had looked at the changes that will be made to the micro-prudential firm specific framework. In this post we will discuss some of major improvements being made to the Basel II framework on a macro-prudential system-wide basis as well as the greater role that stress testing…
Premium Courses Introduction to Financial Modelling$49.00Derivative Pricing – Binomial Trees EXCEL Example$12.99Crude Oil Mispricing model$199.00Monte Carlo Simulation – Commodity – Example$8.99Basel III: Enhancements to Basel II: Firm-specific changes
Basel II framework and global banking regulations weaknesses and loopholes were exposed in the recent financial crisis. The ineffectiveness of the existing system in preventing bank failures that resulted in subsequent huge taxpayer bailouts has led the Basel Committee to propose significant reforms to Basel II in what is now known as Basel III. These changes will be implemented over a six-year period beginning from January 2013. Basel III…
Premium Courses Portfolio Risk Metrics – EXCEL Example$19.99ICAAP – Credit EXCEL Example$99.00Pricing Interest Rate Options – Module III$14.49ALM and Capital Adequacy$199.00The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
The ICAAP (Internal Capital Adequacy Assessment) Roadmap post reviews the core topics in a crash course format for Internal Capital Adequacy Assessment. The hope is that armed with the relevant context, historical background and tools we would be able to do a better job of informing our boards of expected as well as unexpected capital shortfalls.
We start off with Interest Rate Simulations, followed by a laundry list of topics…
Premium Courses Basel III – Liquidity Framework$41.49ICAAP – Overview & Core Concepts$59.00Heath Jarrow Merton (HJM) Interest Rate Model - Package$130.00Calculating VaR for Futures and Options - EXCEL Example$69.00
Popular Courses
Recently Active Members
Translator
Follow Us!