Archives for April, 2011

Teaching Entrepreneurship online

30th April 2011 by Admin under Business School, Online MBA Resources, Small Business

For the last three weeks I have been having a raging internal debate.

Can you teach Entrepreneurship online? Forget teaching, can you learn something about starting a business online?

The debate started when Jehan and I first started talking about doing a series similar to the work we have been doing with computational finance on Learning Corporate Finance. I ran a couple of trial videos but wasn’t happy…

Premium Courses Duration Convexity – EXCEL Example$11.49Interest Rate Simulation Crash Course$79.99Derivatives Terminology Crash Course$7.99Basel III – Liquidity Framework$41.49

...Click here to read more »

tagged in Entrepreneurship, Mentoring students, Startup crash course

Leave Comments →

Introduction to Financial Modelling

29th April 2011 by Admin under Corporate Finance

Overview

The “Introduction to Financial Modeling” course is a composite of four courses, namely:

Ratio Analysis Corporate Finance: First Course Credit Analysis Cash Flow Summary and Cash Flow Analysis Ratio Analysis covers the following topics: Identification and explanation of terminology used in Ratio Analysis Introduction to ratios- ratios for trend analysis, ratios for comparative analysis, financial management insights provided by ratios Liquidity, leverage productivity and profitability categories… Premium Courses Pricing IRS – Module I – Term Structures$14.49Pricing IRS – Module II – IRS and CCS$14.49Ratio Analysis$16.69Credit Process$11.99

...Click here to read more »

Leave Comments →

The PASHA – CIPE – Entrepreneurial Younglings Round Table

29th April 2011 by Admin under B School, Business School, Small Business

Somehow all the entrepreneurs ended up on one round table (I suspect it was by design), and all the students in the diagonally opposite corner (I am sure it wasn’t). In the middle we had a handful of aspiring younglings and a few who had already jumped in the self employment pool and were at the roundtable session to pick experiences shared by the 5 panelists PASHA and CIPE…

Premium Courses Basel & ICAAP - Package$125.00Setting & Linking VaR, Stop loss & PSR Limits$199.00Corporate Finance – First Course – Includes case study$17.49Valuing Options – Black Scholes Example$12.99

...Click here to read more »

Leave Comments →

Portfolio VaR – Simple Moving Average Variance Covariance Approach using the Short Cut technique – PROOF!!

27th April 2011 by Admin under Value at Risk

Portfolio VaR is a very important measure for assessing the market risk inherent in the entire portfolio of an entity. It is a measure whose calculation is often linked to heart burn because the risk manager envisions the very labor-intensive construction of the variance covariance matrix. In our courses on Value at Risk, Calculating Value at Risk & Portfolio VaR, we propose a remedy that should provide…

Premium Courses Individual subscription$699.00Cross Selling Treasury Products$199.00Treasury Crash Course - Package$249.99Derivative Pricing – Binomial Trees – Efficient Approach$14.49

...Click here to read more »

Leave Comments →

Portfolio VaR

25th April 2011 by Admin under Value at Risk

Value at Risk is a measure of the worst case loss that may occur over a specified holding period for a given probability. It is a measure used widely to assess the market risk inherent in a given investment or portfolio of investments.

Portfolio VaR – EXCEL Example is a detailed calculation sheet that demonstrates the calculation of VaR for a portfolio of six instruments comprising of 3 foreign…

Premium Courses Pricing IRS – Module II – IRS and CCS EXCEL Example$13.99Valuing Options – Black Scholes Example$12.99Value at Risk with Liquidity Premium$19.99Pricing Interest Rate Options – Module III$14.49

...Click here to read more »

Leave Comments →

Entrepreneurial business plan competitions – Be Boring.

23rd April 2011 by Admin under B School, Business School, Online MBA Resources, Small Business

So this Saturday Dr. Zahir and Azhar Rizvi at MIT CEF and TAN were generous enough to hand out an invitation to speak in front of a group of 150 odd engineering students at NUST. The occasion was the kickoff round for the NUST Discover business plan competition with prizes starting at fairly generous half a million crispy fresh ones to 50K cash consolations for all…

Premium Courses How to utilize results of a Black Derman Toy Model – EXCEL Example$42.99Setting Limits – EXCEL Example$19.49Black-Derman-Toy (BDT) Interest Rate Model - Package$125.00Option Pricing using Binomial Trees$199.00

...Click here to read more »

One Comment →

Asset Liability Management – Earnings at Risk

21st April 2011 by agnes under Asset Liability Management

Earnings-at-Risk (EAR) is computed in order to evaluate the impact of interest rate change on earnings. The approach used is a VaR based approach that takes into account non-parallel shifts in the term structure and its impact on the earnings portfolio of the bank. The balance sheet items to be included in the calculation are those which are interest rate sensitive and generate income or expense cash flows. For…

Premium Courses Selling Derivative Products$199.00Interest Rate Simulation Crash Course - Package$199.00Duration Convexity – EXCEL Example$11.49Calculating VaR – EXCEL Example$13.99

...Click here to read more »

Leave Comments →

Asset Liability Management – Fall in Market Value of Equity

21st April 2011 by agnes under Asset Liability Management

Fall in market value of equity (MVE) depicts a change in the market value of equity due to changes in market values of assets and liabilities. The respective change in assets and liabilities is computed from the interest rate shock derived, based on the value at risk (VaR) approach.

Step 1: Determine look back period

Determine the period over which the risk is to be evaluated. For illustration purposes let us…

Premium Courses Credit Analysis - Financial Institution - EXCEL Example$29.00Credit Analysis & Credit Process - Package$49.00Forward Prices, Forward Rates and Forward Rate Agreements (FRA) - EXCEL Example$24.99Pricing IRS – Module I – Term Structures$14.49

...Click here to read more »

Leave Comments →

Market Risk Metrics – Volatility Trend Analysis

19th April 2011 by Admin under ICAAP

Volatility Trend Analysis is the analysis of volatility trend lines of various instruments on the portfolio. The volatility trend line is a graphical representation of how the riskiness of that given instrument has changed over time and depicts the general trend witnessed in risk levels. A rising trend indicates an increase in risk due to increased fluctuations in underlying prices (level and/or frequency) over the period of study. A…

Premium Courses Valuing Options – Black Scholes Example$12.99Credit Analysis – First Course$11.99Interest Rate Simulation Crash Course - Package$199.00Sample Counterparty Limit Proposal$154.49

...Click here to read more »

Leave Comments →

Market Risk Metrics – Portfolio Volatility

19th April 2011 by Admin under ICAAP

The riskiness of a given portfolio may be gauged by the riskiness of the instruments that make up the portfolio. However the portfolio risk or volatility of portfolio returns is not necessarily equal to the sum of each instrument’s risk as given by their respective volatilities. This is because the instruments within a portfolio may not be independent of each other which would mean that the impact of correlations…

Premium Courses Crude Oil Mispricing model$199.00Risk Frameworks & Applications – 2nd Edition$140.00Option Pricing using Binomial Trees$199.00Pricing IRS – Module II – IRS and CCS EXCEL Example$13.99

...Click here to read more »

Leave Comments →