Archives
January 2013
- The new A-380 only concourse A at Dubai airport
- Monte Carlo Simulation how to – Linking financial model to the simulation
- Singapore – Close encounters of 2nd kind – Golden Web Spiders at Forest Top
- Simulation Modeling – Monte Carlo how to reference
- Singapore Forest Top Walk – Random snaps
- Monte Carlo Simulation Model How to – First pass
- Monte Carlo Simulation Model – How To – Initial Ground Work
- Risk Training Singapore 2013 – Course materials are now up
- Monte Carlo simulation methods – Tweaking the distribution
February 2013
- Convexity & Duration calculator for US Treasuries
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Asset Liability Management (ALM) Banking Models – Assumptions, Convention & Hacks
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- Singapore random walks, random shots
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Emirates Lounge – The new A380 lounge, concourse A at Dubai Airport
- Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
- The travelling sunrise and sunsets series
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- Singapore Hortpark – Flowers, Creepy Crawlies & Woodpeckers
- Calculating Conditional Value at Risk (CVaR) or Expected Shortfall – VaR and beyond
- Who says online risk training is boring
March 2013
- Risk management. Risk systems for Central Banks.
- Risk education. 12 months of images. March 2012 – March 2013.
- Risk jobs – Credit vs. Treasury vs. Market Risk roles
- Value at Risk for Swaps – Interest Rate & Cross Currency Swaps VaR
- Risk training’s new interface for 2013
- Setting Stop Loss Limits – Limit review triggers.
- 12 months, 700 orders & half a million page views later.
- Dan Ariely on the Upside of Irrationality
April 2013
- 475 North Martingale Road, Schaumburg, IL
- The Quartet. Old age is not for sissies.
- Everything you wanted to ask about startup failure but were afraid to ask.
- Enterprise Risk Management Symposium, Chicago – Takeaways
- Chicago – Society of Actuaries, CAS, PRMIA Enterprise Risk Symposium – Random snapshots
- Happiness comes in four flavors
- From startup failure to pitching like a pro. Reboot for iPad, ibook edition is live.
- Pitching for your startup? Reboot for iPad is here
- Goodbye New York. So long and thanks for all the fish…
- Columbia Business School – Private reunion April 2013
- Shot by Zaka Shafiq at Columbia Business School
- On Startup Failure – OPEN Washington DC Chapter Fireside chat
- Be careful of who you sit next to on your next Emirates flight.
- Columbia Business School & OPEN DC – Heart to heart on Startup Failure
- New York Spring – Cherry trees and startup mode.
- Return to New York – A drive down memory lane
- Data Analysis, Data Tables & Excel
- Data Analysis. Data Tables for sensitivity testing
- Data Analysis – Snapshots of an Excel Evangelist
- Data Analysis in Excel. Five tools in 20 minutes.
- Google Analytics April Fool Prank 2013 – Visitors from International Space Station!.
January 2012
- Forward lessons: Derivative pricing: How to calculate the value of a forward contract in Excel
- Forward Rate Calculations: Forward Rate Agreements and Forward Foreign Exchange Rates
- More Forward Rates Lessons: How to calculate Forward Rates – Calculations walk through
- Computational Finance: Basics: Calculating forward prices in Excel – Part I
- Checking in from Bangkok. The Fourquants.com and FTC marketing tour of Thailand.
- Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
- We listened to your feedback… Shopping for content now made easier, faster and simpler
- Startup Guide: I hate product launches or the 40 days that led to last night
- Startup Guide: Code Launch: The 10 step guide to bombing your product launch
- Introducing FourQuants.com – The soft launch
- Calculating Value at Risk for Options and Futures
- Building Financial Models – Introduction
- Derivatives Crash Course for Dummies: What is wrong with the payoff profile of the synthetic forward?
- Top Ten Finance Concepts
February 2012
- Treasury Training: Treasury Crash Course – Cheat Sheet
- Treasury Products and Operations – 2nd edition – The new and revised study guide for treasury and non-treasury professionals
- Finance Training Courses: Where do our customers come from and what do they look like?
- Finance Training Courses and FourQuants get covered by CIO, Frequency, IDG and Tribune.
- The iPad application that is trying to teach computational finance to the world.
- Asset Liability Management (ALM) Glossary of Terms
- The brand new interface at FinanceTrainingCourse.com (Feb, 2012)
- The Death of Yahoo
- Building Maturity Liquidity profiles for Deposits and Advances book for ALCO (ALM), ICAAP IAS 30 reporting
- Startup School: It's that time of the year again. Lets launch a business in January
March 2012
April 2012
May 2012
June 2012
- Jet (Aviation) Fuel Hedging Case – Shortfall using Monte Carlo – Financial Risk Management Course
- Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- Cox-Ingersoll-Ross (CIR) interest rate model – Parameter calibration, Short rates simulation and modeling of longer term interest rates – An example
- Financial Risk Management MBA Workshop – Fuel Hedging Case – The Case for and against Jet Fuel Hedging
- Financial Risk Management Workshop – Value at Risk, Volatility and Trailing correlations – Day One
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- The FTC Shopping Experience
- Revealing the brand new interface of FinanceTrainingCourse.com
- Finance Training Courses over the ages – The evolution of a corporate financial e-learning solution
- Hosting Lessons for Startups – Five things that you shouldn’t do
- Setting Limits for Treasury Risk : Available online risk limits training courses
- The lighter side of Finance – Beware of the June selection
- Monte Carlo Simulation – Variance Reduction procedures: Antithetic Variable Technique & Quasi Random sequences
- How to spend 2.5 million US$ – The roof top scene from Margin Call
- Addendum: How to conduct a Principal Component Analysis in EXCEL
- Finance Funnies – May and Finance
- The 10 day plan for passing as a Quant – The Quant Finance Crash Course.
- Startup Launch Check List – Eleven steps to get started with your startup
July 2012
- The Risk and Finance Rock Star campaigns…
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- The new Risk Rock Star video is live. Launching the Risk Training Learning Network Subscription Offer
- Calculating Value at Risk (VaR): Step by Step Guide & Case study
- FourQuants does iPad Risk books on ALM, Risk, VaR and Treasury Management
- Asset Liability Management Case Study: Understanding ALM using simple training cases
- Risk Frameworks and Application – Download link for SP Jain Students
- Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
- Actuarial Valuation of Life Insurance Liabilities – Data Requirements
- Calculating Value at Risk – Now available on the iPad
- Risk Management Training – The quest for 25 answers to 25 questions. A risk student speaks.
- Finance Funnies – Missing July 2012 episode – Finance, Recovery, Unemployment and November Elections.
- Partnership Insurance
- Key Executives’ Benefit Plan
- Deferred Compensation Plan
- Takaful and Family Takaful – Pure Mutual Insurance & Issues with Takaful Rules 2005
- The Musical Chairs of LIBOR Crisis – Courtesy of Barclays Bank – Or Barclays LIBOR fiasco for dummies.
- Key-Executive’s Coverage – Need, Scope and Plan Mechanics
- Key-Executive’s Coverage – Value of Human Life & Importance of the Human Mind in Business
- Business Insurance – The application of life insurance solutions for business needs
August 2012
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- The Sales and Trading Interview Guide Series – Understanding Greeks and Delta Hedging – Coming soon to an iPad near you…
- Ralph E. Biggadike, We miss you.
- Investment Banking interview guide to Barclays Libor scandal
- Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
- Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
- Derivatives and Options pricing workshop. Introducing the Bank Treasury function.
- Planned maintenance this weekend. Saturday 4am EST to Sunday 4pm EST
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- Finance Funnies – Welcome to August 2012
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- Calculating Value at Risk. FRM MBA Workshop Transcript. Day One
- FRM Training: Financial Risk Management Course Transcript. Risk Exposure and Introduction
September 2012
- Why banking regulation really doesn’t work?
- Calculating Probability of Default (PD) Using Merton’s structured approach
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Practice Exam Test Question: Pricing and MTM of Interest Rate Swaps (IRS) – Partial solution
- Practice Test Exam Question and Solution – Bootstrapping Zero and Forward Curves Case Study
- Pricing Interest Rate Swaps – Derivative pricing final exam question for practice exams & test prep
- Finance Funnies – The September 2012 issue
- Option Greeks – Delta, Gamma, Vega, Theta & Rho. A quick reference guide
- Seven new risk and investment management case studies – Free Step by step guides to VaR, ALM, Greeks & Monte Carlo Simulation ..
- Advance Risk Management Models – Workshop & Training reference page
- Fixed Income Investment Portfolio Management & Optimization Case Study – Risk Training
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
October 2012
- Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Long billed Hoopoe or a Crowned Woodpecker? You decide
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Win a copy of Risk Frameworks & Applications by subscribing – 1 copy for every 10th subscriber
- The Funnies – October 2012 Edition
- Sales & Trading Technical Interviews Preparation
- Sales & Trading Interview Guide – The understanding Greeks resource
- Interest Rate (IRS) & Currency Swaps (CCS) Value at Risk (VaR) with Historical Simulation – Excel Model walk through
- Risk Frameworks & Applications – 2nd Edition – The text book for Risk, Treasury & Derivative pricing courses.
- Building social media presence for an online financial training startup.
- Karachi Kites at the Karachi Horse Riding School
- Calculating Value at Risk for Swaps (Rates & Currency) using Historical Simulation
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging for options using Monte Carlo Simulation
- Free risk & treasury online training resource guide – our most popular posts
- Treasury Risk Management – Advice for Middle Office applicants & candidates
- Using OIS – Overnight Indexed Swap rates versus LIBOR for IRS pricing
- Treasury Compliance Training for Bank Treasury functions
- Treasury Risk Training – Limits, Capital Allocation, Risk measurement
November 2012
- 16 free Risk, Treasury & Option pricing training courses
- Understanding Black Scholes formula – An intuitive derivation of N(d2)
- Feed Garfield out on the iPhone tops China charts
- War on Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Sea shells on the sea shore.
- Value at Risk (VaR) models, methods & metrics – Excel spreadsheet walk through
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- We are hiring. Redefine challenge in your dictionary
- Sri Lanka – Nuwara Eliya – Tea plantations meet cloud country meets gorgeous people
- Liquidity Stress Testing a fixed income securities portfolio
- Option Greeks – Dissection Theta and time premiums for call options
- CPE Online Training – Continuing Professional Education (CPE) – Treasury Products & Value at Risk courses
- CPE Credits – Continuing Professional Education – Course Catalogue & Learning objectives
- Continuing Professional Education (CPE) Credits Courses for Actuaries, Accountants, Auditors & Analysts
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
- Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
- Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
- Keep a tab on the odds for the US Presidential election. Who is winning? A bet?
December 2012
- What is Risk? The new risk assessment & risk management training series
- APICTA 2012 Brunei – The participants – Team Pakistan
- Asia Pacific ICT Awards – APICTA 2012 – Judges Profile
- APICTA 2012 Brunei: Team Pakistan picks up four silvers at the Empire, Brunei Darussalam.
- Asia Pacific ICT Awards 2012 (APICTA 2012) – Brunei – Judging Day One – Photo blog
- APICTA (Asia Pacific ICT Awards) 2012 – Brunei – Photo Blog – Arrival
- Sea Shells – Another day at the beach
January 2011
- ICAAP Training Workshops – 3 days – Langkawi, Malaysia, March 2011
- Internal Capital Adequacy Assessment and Treasury Risk Workshop – Langkawi, Malaysia, March 2011
- ICAAP Models: ALM & Interest Rate Simulations for ICAAP, Langkawi, Malaysia March 2011
- ICAAP – Strategic Risk – Estimating ICAAP Capital reserve for Strategic Risk
- Asset Liability Management (ALM): Measuring Liquidity Risk: Cost-to-Close Liquidity Gap
- Book review: The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin and Reward
- Finance Training Courses – Exotics Financial Topics, Exotic Tropical Locations
- The Asset Liability and Liquidity Management Training Workshop, Subang Holiday Resort, Kula Lumpur, Malaysia, January 2011.
- Solvency II: Capital Requirements
- Setting Limits: Interest Rate Risk Management
- Credit Risk and Counterparty Limits: Pre-settlement Risk and Settlement Risk
- Limits: Trading Limits – Duration, Convexity and PVBP Limits
- Setting Limits: Value at Risk and Regulatory Approach Limits
- Gratuity Valuation: IAS 19 Disclosures: Simple Example Continued
- IAS 19 Disclosures Example: Gratuity Cost and disclosure of Actuarial Assumptions
- IAS 19 Disclosures Example: Reconciliation to Assets and Liabilities recognized on the balance sheet
- IAS 19 Disclosures Example: Reconciliation of Present Value of Defined Benefit Obligation and Fair Value of Assets
- Gratuity Valuation – A Simple Example Continued – Sensitivity Analysis
- Finance Training Course – Course Outline – Risk and Derivative Pricing Crash Course
- Gratuity and Pension Actuarial Valuation Process Flow
- Gratuity Valuation – A Simple Example
- Actuarial Mathematics – Development of Commutation Functions
- Finance Training Course – Course Outline – Introduction to Derivative Products
- Finance Training Course – Course Outline – Basel II – Myths, Challenges and Question Marks
- Finance Training Course – Course Outline – Economic Capital, Limit Management & Basel II: Application and Practice
- Finance Training Course – Course Outline – Internal Capital Adequacy Assessment
- Finance Training Course – Course Outline – Probability of Default Models: Beyond Regulation
- Finance Training Course – Course Outline – Liquidity Management: Tools, Measures and Red Flags
- Finance Training Course – Course Outline – ICAAP – Implementation and Challenges
- Finance Training Course – Course Outline – Derivative Pricing – Interest Rate products
- Finance Training Course – Course Outline – Derivative Pricing – FX products
- Finance Training Course – Course Outline – Value at Risk
- Finance Training Course – Course Outline – Interest Rate Models: Forecasting Interest Rates and Application
- Finance Training Course – Course Outline – Treasury Risk Crash Course
- Finance Training Course – Course Outline – Asset Liability Management
- Finance Training Courses across the world – Jawwad Farid and his students.
- Finance Careers: A quick look at Insurance career roles
- Finance Careers: A tale of two startups
- Finance Careers: A quick look at Investment banking career roles.
- Career choices: From banking and consulting to Startup land in southern California
- Career Choices: From Columbia to Goldman and back – Switching from consulting to investment banking …
- Career Guidance: The choices I have made – my early professional consulting career
- Finance Training Course: WACC, Beta, Cost of Capital posts review
February 2011
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Finance Training Course: Online Quant Crash Course: Video One
- Liquidity Risk Management Case Study: American International Group (AIG): Timeline
- Liquidity Risk Management Case Study: American International Group (AIG)
- Liquidity Risk Management Case Study: Lehman Brothers Liquidity Run: Timeline
- Liquidity Risk Management Case Study: Lehman Brothers
- Book Review: The End of Wall Street – Roger Lowenstein
- ICAAP: Aggregating Risk: Copulas
- Online Quant Crash Course: Finance Training Courses: Pre-course announcement
- The Quant Crash Course: Finance Training Course introduces the Quant Crash Course online video training series
- Liquidity Risk Training online video course – Episode one
- Finance Training Courses: ICAAP: Win a seat at the ICAAP Treasury Risk Workshop, Langkawi at your price!
- ICAAP: Internal Capital Adequacy Assessment: Strategic and Liquidity Risk: The missing links
- Liquidity Risk Management – A framework for estimating liquidity risk capital for a bank
- Liquidity Risk Management Case Study: The Bear Stearns Liquidity Run: Timelines
- Liquidity Risk Management Case Study: The Liquidity run cycle illustrated: Bear Stearns – June 2007 to 16th March 2008
- Finance Training Course – Course Outline – ICAAP Models: ALM & Interest Rate Simulations for ICAAP
- Finance Training Course – Course Outline – Internal Capital Adequacy Assessment and Treasury Risk
- Startup and Reboot Chat – PMI Karachi Chapter Event – 1st Feb 2011
March 2011
- Basel III – Liquidity framework – Introducing the supervisory approach global liquidity ratio standards
- Monte Carlo Simulation: Convergence and Variance reduction techniques for option pricing models
- Setting Risk Limits: Worst Case Loss versus Most likely loss
- The Fed Guidelines on Capital Analysis: Comprehensive Capital Analysis and Review (CCAR)
- Enchantment – Persuasion, selling and making a difference for startups by Guy Kawasaki
- Finance Training Courses: From Inception (Text) to version 3.0 (Finance training videos):
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- Risk Training Videos – Audience Profile
- Option Pricing – Black Scholes – Probabilities Explained: Understanding N(d1) vs N(d2)
- Book Review: The Big Short: Inside the Doomsday Machine by Michael Lewis
- Emerging and Frontier Market Bonds – Attractive Yields on Euro Dollar Bonds
April 2011
- Teaching Entrepreneurship online
- Introduction to Financial Modelling
- The PASHA – CIPE – Entrepreneurial Younglings Round Table
- Portfolio VaR – Simple Moving Average Variance Covariance Approach using the Short Cut technique – PROOF!!
- Portfolio VaR
- Entrepreneurial business plan competitions – Be Boring.
- Asset Liability Management – Earnings at Risk
- Asset Liability Management – Fall in Market Value of Equity
- Market Risk Metrics – Volatility Trend Analysis
- Market Risk Metrics – Portfolio Volatility
- Market Risk Metrics – Put Premium
- Market Risk Metrics – Sharpe and Treynor Ratios
- Market Risk Metrics – Jensen’s Alpha
- Market Risk Metrics – Beta with respect to market indices
- Microsoft Catalyst Program: Entrepreneurial training for students and graduates
- Market Risk Metrics – Holding Period Return
- Market Risk Metrics – Introduction
- Correlation – Relative Price Graphs
- Correlation –Trailing Correlations
- Correlation – Correlation coefficient, r
- Correlation – Scatter Plots
- Correlation – Time Series Data Graphs – Prices & More
- Correlation – Introduction
- Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
- Quant & finance jobs: ETL Analyst, Loan Data Modeling
- Quant & Finance Programming jobs – Senior and Junior Java Software Engineers
- Quant Jobs: Statistical Analyst, Loan Data Modeling.
- Basel III – Liquidity Framework – Metrics for monitoring liquidity risk
- Basel III – Liquidity Framework- Net Stable Funding Ratio (NSFR)
- Basel III – Liquidity Coverage Ratio (LCR) – The Denominator: Total Net Cash Outflows
- Basel III – Liquidity Framework – Liquidity Coverage Ratio (LCR) – The Numerator: Value of Stock of High Quality Liquid Assets
May 2011
June 2011
- Startup School – Core Milestones
- Startup School – Balance Faith
- Startup School – Balancing Faith
- Startup School – The blue screen of death
- Startup School – Startup roulette: A framework for failure
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies: Lessons learned
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies
- Startup School – The paradox of large customers
- Startup School – Why diversification is a four-letter word: Lessons learned
- Startup School – Why diversification is a four-letter word
- Startup School – Opportunity cost of perfection
- Startup School – Evolutionary product development and “solving the wrong problem”, problem: Lessons learned
- Startup School – Evolutionary product development and “solving the wrong problem”, problem
- Startup School – Technology as a competitive advantage: Lessons learned
- Startup School – Technology as a competitive advantage
- Startup School – Business development: Lessons learned
- Startup School – Business development
- Startup School – The funding mindset – capital and partners: Lessons learned
- Startup School – The funding mindset – capital and partners
- Frontier and Emerging Markets Enterprise Risk Management: A practical perspective
July 2011
- Start up School: Customers personas and profiles or building the foundation for your pitch
- Business Analyst, Risk Quant Analyst and Team Lead roles for a US based client
- Borders Liquidation – An obituary
- Startup School: Building your roadmap to credibility and business model
- Startup School: Understanding Customers, Painting your Mona Lisa or who is the hero in your movie?
- Java Resources and Team Leads required- SQL, Cloud experience
- Java Team Lead: SQL, Cloud Experience required: Financial Services Application Development
- Java Developers: Financial Services Application Development: SQL, Cloud experience required
- Startup School: My EMBA Entrepreneurship students take a shot at pitching their dreams
- Startup School: Starting up Crash Course: The PASHA Social Innovation Fund Interviews Video Series
- Startup School – Entrepreneurship training crash course
- Education Technology: Graphic Tablet and Interactive Whiteboards – a non-iPad, non-iMac, non-tablet PC based quest inspired by the Khan Academy.
August 2011
- Crude Oil Mispricing Model – Commodity Prices and a study in Trailing Correlations
- Relative Gold Price Model – Forecasting the price of gold
- Understanding Crude Oil. A model for dissecting crude oil
- Understanding Gold! Short Gold or add to your positions? A look at gold silver ratio and relative value argument
- Introducing the Online Risk Treasury Resource Guide – Premier Edition
- Finance Training Courses at the Capital Club, DIFC, Dubai, UAE
- LCF Site update: We are back in business
- Business Plan Pitches: SP Jain EMBA Students take a shot at pitching their dreams
- Five River does Pakistan – Our independence day gift from Lahore, pepperpk, Amir Hussain and Hasan Rizvi
- Entrepreneurship: Redux
- Ashoka: Everyone is a change maker
- US Credit Rating Downgrade: Commodities price impact: Using gold to price oil
- US credit rating downgrade: The sky has fallen or has it really? – Day Three
- US Credit rating downgrade: DTCC, OCC and ICE say no change in treasury haircuts and collateral rules – Day Two.
- US Credit Rating Downgrade: Impact on financial and commodities markets
- US Credit Rating downgraded: Impact on commodities trading – outlook for the next week
- SOA Exam MFE/3F free course materials and paid for online video courses for MFE exam 2011
September 2011
- Continuing Professional Education (CPE) Offer for Actuaries
- Understanding Stress Testing: A short guide to stress testing for board of directors and board risk committee members
- Cross selling treasury products – a framework for commodities trading for corporate clients
- Finance Training Courses: Top 30 posts across risk, treasury, derivative pricing and Basel III
- Commodity Trading Course Package
- Technology Head of Operations role: US Based client, offshore team
- Board of Directors, Board Risk Committee members self paced online learning course packet
- Who can answer my risk, risk policy, risk model, risk frameworks questions?
- Exchange Traded Funds (ETF): BIS paper on ETF market and systemic risks
- Gold Price Forecasts: Extending our simple gold price models.
- Monte Carlo Simulation – Simulating returns by replacing the normal distribution with historical returns
October 2011
- TEDx Talks: Three videos to move and inspire you…
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- P@SHA Social Innovation Fund: Can you change the world with US$10,000
- Business Plan competitions – The reasons why you didn't win
- Selling derivative products to treasury customers: The Treasury Marketing Unit Training series
- IBA-TAN-Complimentary-Pitching Case Studies-View Only
- P@SHA- Complimentary Pitching Case Studies Course
- Eat People and Grumby: Andy Kessler hits it out of the Park – Twice
- Quote of the week: The Fear Index: Robert Harris
- From Startups and Pitching to Selling Treasury Products
- More sample pitches: Toffeetv.com makes it case
- Pitching for Startups – II: Pitching Case Studies for Startups
- The Pitching for Startup Course – A guide to presenting winning pitches for your business plans
- Stress Testing, ALM, Capital Adequacy online video courses
November 2011
- Treasury training – Selling exotic options to corporate treasury customers
- Treasury E-Learning: Dissecting Treasury products with payoff diagrams
- Treasury Training – E-learning course: Introduction to Treasury selling and the TMU function
- Old Friends – The APICTA connection
- Oil and Gold Models workshop – Bangkok, 14 November 2011
- How judging and mentoring changes your life – Zafar Khan before and after
- Asia Pacific ICT Awards – Meet the candidates that rocked Pattaya.
- Asia Pacific ICT Awards – And the results are out
- The Asia Pacific ICT Awards 2011 – The pre awards night update
- Give me one moment in time…
- The Asia Pacific ICT Awards – To Bangkok, Pattaya and beyond – The Journey begins
December 2011
February 2010
- Master Case: Corporate Finance: LLC or C-Corp
- Master Case: Credit Process: Baldwin Piano
- Master Case: Credit Process: Baldwin Piano
- Master Case: Corporate Finance: Limited Liability or C-Corp
- Master Class: Credit Process: Course Guide
- Master Case: Office Depot: Ratio Analysis
- Master Case: Analyzing Cash flow Statements: Examples
- Master Class: Credit Process: Credit Decision – factors
- Master Class: Credit Process: The Credit Decision
- Master Class: Credit Process: Credit memo: information gathering and processing
- Master Class: Credit Process: Credit Culture and Information Gathering Foundations
- Master Class: Credit Process: Review
- Master Class: Credit Process: Lending products
- Master Class: Credit Process: Why do businesses borrow money?
- Master Class: Credit Process: Understanding the language ii
- Master Class: Credit Process: Understanding the language – I
- Master Class: Credit Process: Mindset
- Master Class: Ratio Analysis: Liquidity, Leverage, Profitability, Productivity: Course Guide
- Master Case: ODP and Staples: Ratio Analysis
- Master Credit Analysis: Course Guide
- Master Credit Analysis: Financial Leverage
- Master Credit Analysis: Fixed Costs and Operating leverage
- Master Credit Analysis: Breakeven and leverage
- Master Credit Analysis: Leverage: Introduction – I
- Master Case: ODP and Staples: Comparative Ratio Analysis
- Master Case: Ratio Analysis: Office Depot: The second and deeper iteration
- Master Case: Ratio Analysis: Office Depot: Industry review and a first look at ratios
- Master Case: Ratio Analysis: Office Depot: Ratios game plan
- Master Case: Ratio Analysis: Office Depot: Overview
- Ratio Analysis: Liquidity, Leverage, Profitability, Productivity: Session I-D
- Ratio Analysis: Understanding the language: Session I-C
- Ratio Analysis: Understanding the language: Session I-B
- Ratio Analysis: Understanding the language: Session I – A
- Learning Corporate Finance – course guide
- Master Case: Electronic Arts (EA): Corporate Finance: Session IV
- Session V – B: Corporate Finance: Beta, Calculating WACC or Weighted Average Cost of Capital
- Session V – A: Corporate Finance: Opportunity Cost and Cost of Capital
- Session IV – C: Corporate Finance: Calculating Internal Rate of Return or IRR
- Session IV – B: Corporate Finance: Present Value in Action
- Session IV – A: Corporate Finance: Discount rate and time value of money
- Session III – B: Corporate Finance: The many faces of Return: ROE, ROIC and Payback
- Session III – A: Corporate Finance: Risk & Return
- Session II – C: Corporate Finance: Equity and the Income Statement
- Session II-B: Corporate Finance: Balance Sheet: Liabilities & Working Capital
- Session II-A: Corporate Finance: The Balance Sheet, Assets, Depreciation
- Session I – C : Corporate Finance: Accounting Notes
- Session I – B: Corporate Finance: Financial Statements – Balance Sheet, Profit & Loss and Cash flows
- Session I – A – Operating Cycle, Books of Accounts and Forms of doing business
- The first course in Corporate Finance – Session Zero
March 2010
- Risk Frameworks and applications
- Three new courses this week
- Master Class: Calculating Value at Risk (VaR): Course Guide
- Master Class: Calculating Value at Risk (VaR): Final steps
- Master Class: Calculating Value at Risk (VaR): First Steps
- Master Class: Calculating Value at Risk (VaR): VaR Methods
- Master Class: Calculating Value at Risk (VaR): Introduction
- Master Class: Derivative Products: Course Guide
- Master Class: Derivative Products: Swaps
- Master Class: Derivative Products: Futures
- Derivative Products: Forwards
- Master Class: Derivative products: Exotic Options
- Master Class: Derivative products: Options on rates
- Master Class: Derivative Products: Options on shares, stocks, currencies and equities
- Master Class: Derivative Products: Greeks and Binomial Trees
- Master Class: Derivative Products: Pricing Basics
- Master Class: Derivative Products: Vanilla products
- Master Class: Derivative Products: Review
- Master Class: Derivatives and Options Crash Course: Course Guide
- Master Class: Options and Derivatives Crash Course: Session Five: Synthetics
- Master Class: Options and Derivatives Crash Course: Session Four: Payoff profiles – Options, Calls and Puts
- Master Class: Options and Derivatives Crash Course: Session Three: Payoff profiles – Forwards
- Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options
- Master Class: Options and derivatives crash course: Session One: Terminology
- Reboot goes on sale online, gets featured at CIO, the Standard, Network World or the Ides of March
- New Course on Risk Management within the Oil, Gas and Petrochemical Industry
- Master Class: A Risk framework for Crude Oil and Petrochemical industry: Course Guide
- Master Class: A Risk framework for Crude Oil and Petrochemical industry: Limits and control process: Session VI
- Master Class: A Risk framework for Crude Oil and Petrochemical industry: Risk metrics and sensitivities: Session V
- A Risk framework for Crude Oil and Petrochemical industry: Models and Tools: Session IV
- Master Class: A Risk framework for Crude Oil and Petrochemical industry: Data and Models: Session III
- Master Class: A Risk framework for Crude Oil and Petrochemical industry: Risk Policy: Session II
- Master Class: A Risk framework for Crude Oil and Petrochemical industry: Short Course: Session I
- Master Case: AMD: Valuation & Projections: Case Guide
- Master Case: AMD: Exhibits: Valuation and Projections: Session X
- Master Case: AMD: Valuation: Session IX
- Master Case: AMD: Calculating cost of capital – WACC: Valuation and Projections: Session VIII
- Master Case: AMD: Calculating Free Cash Flows (FCF): Valuation and Projections: Session VII
- Master Case: AMD: The balance sheet: Valuation and projections: Session VI
- Master Case: AMD: The income statement: Valuation and Projections: Session V
- Master Case: AMD: Setting Assumptions: Valuation and Projections: Session IV
- Master Case: AMD: Valuation and projections: Session II
- Master Case Study: AMD: Valuation and Projections: Session I
April 2010
May 2010
- Online Finance – Pricing Interest Rate Swaps – Pricing Basis Swap
- Online Finance – Pricing an Interest Rate Swap – Calculating the MTM of the Swap
- Online Finance Course – Pricing Interest Rate Swaps – Calculating the forward curve
- Online Finance Course – Pricing Interest Rate Swaps – Calculating the forward curve
- Online Finance Course – Pricing Interest Rate Swaps – Calculating the zero curve
- Online Finance Course – Pricing Interest Rate Swaps – Fixing the term structure
- Online Finance Course – Pricing Interest Rate Swaps – Process
- Online Finance Course – Pricing Interest Rate Swaps – What is a Swap?
- Online Finance Course – Pricing Interest Rate Swaps – More terminology
- Online Finance Course – Pricing Interest Rate Swaps (IRS) – Terminology and Notation
- Trading with Options – Lessons learnt from a failed trade
- Finance – I-Banking Summer Internships – Prep Reading Guide
- CPD Requirements for Society of Actuaries
- Finance-Calculating Value at Risk – Caveats, qualifications, issues
- CPE-Master Course – Introduction to Treasury Operations and Treasury Products
- CPE-Forecasting the Monetary Policy decisions – will there be a rate cut or not
- CPE-Course-Trading options and derivatives – Strategy review
- Master Course: Treasury Operations: Introduction to Treasury Operations
- Master Course: Treasury Operations: Introduction to Treasury Operations – yet more treasury terms
- Master Course: Liquidity Management Crash course: Liquidity Enhancement Tactics
- Master Course: Liquidity Management: Liquidity Contingency Funding Plan
- Master Course: Liquidity Management Crash Course: Liquidity Limits
- Master Course: Liquidity Management: Liquidity Risk
- Credit Derivatives – Introduction to product families
- Structured Products: Basic Products, sample term sheet and pricing
- Interest Rate Risk: Convexity approximation
June 2010
- Online Finance – Good and Bad bosses – A review of leadership trends across the decades
- Finance Online – Pricing Commodity linked notes
- Finance Online – Pricing Range Accrual Notes – Extending the cap floor functions
- Start up crash course – Reading assignments
- Online Finance – Interest Rate Options – Caps & Floors – Advance topics
- Online Finance – Pricing Interest Rate Swaps – The valuation course
- Understanding Crude Oil – Popular posts and data
- Online Finance – Interest Rate Options – Pricing Caps & Floors
- Online Finance – Pricing Interest Rate Options – Cap Floor Parity
- Online Finance – Pricing a Cross Currency Swap – Amortizing and Indexed Term sheets
- Online Finance – Pricing a Cross Currency Swap – Floating for Floating structure
- Online Finance – Pricing Cross Currency Swaps
July 2010
- The advanced derivatives course for dummies – structured notes, credit derivatives, exotics
- Structured Notes – Structured note term sheets for dummies
- Credit derivatives – Total return swaps, asset swaps and credit default options
- The Alchemy The Alchemy Risk Management Solution Matrix
- Online Finance – Exotic Derivative products – Adjustable Strikes, Asian, Barrier options
- Online Finance – Exotic Derivative products – Digitals, Range Forwards and Participating Forwards
- Online Finance – Interest Rate Swaps – Terminology, concepts, glossary
- Online Finance – Exotic derivative products – Compound options
- Online Finance – Exotic Derivatives – Multi Asset Options
- Derivative Trading: Revisiting spreads, straddles and other trades
- Forecasting the Monetary Policy Decision – A second look at rate cut and rate hike simulation – Econ 101
- Credit Derivatives – core concepts and glossary
- Online Finance – Computational Finance Glossary – Tongue twisters from the financial modeling world
- Online Finance – Option Terminology Glossary – Greeks, exotics and volatility
- Derivative Instruments – Terms, concepts, and Glossary, A-Z
- Online Finance – Valuation of Mortgage Backed Securities
- Mortgage Backed Securities (MBS) Glossary
- FAS 157 – Fair value accounting and Level 3 assets
- Online Finance courses at the Corporate Finance e-learning portal
- Calculating Treasury Profitability: Foreign Exchange deals and Treasury profitability
- Asset Liability Management – The ALM Crash course
- Interest Rate Risk: Duration, Macaulay Duration and Modified Duration
- Asset Liability Management – Other ALM Tools and Applications –
- Asset Liability Management – Introducing ALM
- Asset Liability Management – Rate Sensitive Gaps, Earnings at Risk, Cost to Close and MVE Analysis
- Calculating Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – Calculation reference
- Financial Risk – Ratios, Metrics, Measures, Equations – Calculation reference
- Calculating Value at Risk – Calculation reference
- Duration, Convexity and Asset Liability Management – Calculation reference
- Derivative Pricing, Risk Management Pricing Equation Glossary
- Derivative Pricing – Interest Rate Swaps and Futures – Calculation reference
- Black’s Formula: Pricing Interest Rate Caps and Floors – Calculation reference
- Derivative Pricing, Black Scholes Equation, Binomial Trees – Calculation reference
- Financial Engineering and Risk Reference – Pricing and valuation formula
August 2010
- Top Ten MBA programs: 15 months as a MBA student at Columbia Business School
- MBA Guides: Corporate Finance Training – Advertising strategy for an e-education portal
- Finance Online: Financial services integration – banking and insurance – Fortune or Fiasco?
- MBA Guides: My MBA Finance course work at Columbia Business School
- Crude Oil Price outlook: US GDP Second Quarter, revised downwards to 1.6%: Oil to head lower
- MBA Guides: Business School first year: Professor David Biem on investment banking, business school, ethics and academia
- Online Corporate Finance: The story behind the resource, the free finance courses and solved cases.
- MBA Guides: Business school first year, first term: Drama in Real Life
- MBA Guides: Business School first year, first term: Case Hell
- MBA Guides: Business school first year, first term: Dear Mom and Dad or the MBA contract market
- MBA Guides: Business school first year, first term: The fine art of case analysis
- MBA Guides: Business school first year, first term: The mid life crisis at 28
- Crude Oil Insights: Actual spare crude oil capacity within OPEC members
- Light reading for a break from Finance: Cryptonomicon and Prayers for an Assassin: Neal Stephenson and Robert Ferrigno
- Online Finance – Finance textbooks – Corporate Finance and Investment banking reading list
- Finance, Computational Finance, Bed side reading: Bruce Tuckman and Fixed Income Securities
- Computational Finance: Simulating Interest Rates using trees and Monte Carlo Simulation
- Computational Finance: Linking Monte Carlo Simulation, Binomial Trees and Black Scholes Equation
- Learning Corporate Finance – A new look for the top five courses
- Online Finance courses – Top finance courses at the Finance e-education portal
- Computational Finance: Building Monte Carlo (MC) Simulators in Excel
- Computational Finance: Monte Carlo (MC) Simulation method: Understanding drift, diffusion and volatility drag
- Computational Finance: Interest Rate Modeling: PCA analysis for HJM Interest Rate Simulation and calculating Eigenvectors in Excel
- Extending MC simulation for currencies and commodities.
- Computational Finance: Building your first Monte Carlo (MC) simulator model for simulated equity prices in Excel
- Computational Finance: Monte-Carlo (MC) Simulation method– Building Equities, Commodities, Currencies and Interest Rate MC Simulators in Excel
- Learning Corporate Finance – Now a Technorati Top 100 Finance blog
- The Treasury Operations Assessment Quiz
- Computational Finance – US Treasury Curve Data – Principal Component Analysis (PCA) process, data and volatility function
- Online Finance – Building a business case for risk management
- Computational Finance – Option Adjusted Spread – A numerical finance example
- Computational Finance – Calibrating the Cox, Ingersoll, Ross (CIR) Interest Rate Simulator
- Computational Finance – Option Adjusted Spread (OAS) and Mortgage Backed Securities (MBS)
- Valuation of Mortgage Backed Securities-Modeling Prepayments-Defaults, Curtailments and Payoffs
- Valuation of Mortgage Backed Securities-Modeling prepayments-Refinancing
- Valuation of Mortgage Backed Securities–Modeling Prepayments-Housing Turnover
- Online Finance – Mortgage Backed Securities (MBS) – Valuation of Mortgage Backed Securities (MBS)
September 2010
- Accounting short course – Small business accounting training – Reviewing the Trial balance example
- Basic Accounting Short Course for small business – Course Guide
- Accounting short course – Small Business accounting training – The Trial Balance and accounting control
- Basic accounting Crash Course- Small business accounting training – General Ledger example
- Basic Accounting Crash Course: Small Business Accounting Training: Cash Book Example
- Basic Accounting Crash Course: Accounting Training for small businesses- Cash Book and recording cash discounts
- Basic Accounting Short Course- Small Business Accounting Training- Integrating Sales, Purchases & Returns
- Accounting Crash Course – Small Business Accounting Training – Purchases Journal and Purchases Ledger
- Accounting crash course: Small Business Accounting Training – Sales Journal, Sales Ledger and Trade discounts
- Accounting Crash Course: Small Business Accounting Training – Sales Journal and Sales Ledgers
- Accounting short course: Small business accounting training – Books of Original Entry – Journals and Ledgers
- Online Finance – FAS 157 – FSP FAS 157-4 – The FASB Position paper – Orderly vs. non-orderly transactions
- Online Finance: FAS 157 – The illiquid security valuation debate – the impact of distressed sales
- Online Finance: FAS 157 – A framework to measure fair value – Level One, Level Two and Level Three assets
- Online Finance: Fair Value – FAS 157 – valuation of illiquid securities
- Basic accounting short course: Accounting training for small businesses – Preparing the T-account
- Basic accounting short course: Accounting training for small businesses – Introducing Debit & Credit
- Basic Accounting short course: Accounting training for small businesses
- Options pricing using Binomial trees – Building an efficient option pricing spreadsheet in Excel
- Options Pricing – Binomial Trees – Pricing Sudden death Options – Down and in call options
- Options pricing – Pricing Knockout exotic options – Sudden Death Options – Down and out call options
- Options pricing–Exotics Options–Pricing a Capped Call–Excel implementation – Binomial trees
- Options Pricing – Pricing Put Options – Option pricing spreadsheet – Binomial trees
- Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
- Options Pricing – Pricing Call Options – Option pricing spreadsheet – Binomial trees
- Options pricing – Using binomial trees to price options in a spreadsheet
- Derivative Pricing using Binomial Trees
- Computational Finance – EXCEL Examples
- Small Business Finance: Teaching small business the language of credit and finance
- Terminology – Crash Course
- Pricing Interest Rate Options – Module III
- Pricing Interest Rate Swaps – Module II – IRS & CCS
- Pricing Interest Rate Swaps – Module I – Term Structures
- Credit Process
- Credit Analysis – First Course
- Ratio Analysis
- Corporate Finance – First Course
- Asset Liability Management – Crash Course
- Finance Careers: The actuarial profession. Questions I get asked as an actuary
- Treasury products & operations – Treasury products & operations simulation workshop
- Small Business Financing: Small Business Association (SBA) non-direct Loans
- SME Financing: Regional financial initiatives
- SME Financing: Financing programs for small businesses
- Financial Reporting: FAS 157 Fair Value of financial securities and illiquid instruments
- Asset Liability Management – Course List
- Entrepreneurial Finance: A new market entry, product pricing case study
- B School recruitment: Cover letters for cold calls, interviews and resumes
- Business School Applications: The Four core components of your b school application
- B School recruitment: Writing cover letters that work – a cold call
- Online education: The Learning Corporate Finance online course advantage
- B School recruitment: Writing cover letters that work for your resume– part ii
- B School Recruitment: Writing cover letters for resumes that work
- B School Guide: Marketing-New Markets Case Study: Entry and pricing strategy for UK, for a US insurance software firm
- B School Recruitment: Writing cover letters for resumes that work
- B School Application- Cracking the GMAT 700 score
- B School Applications-Who should write your B School recommendations?
- B School – B School Application Essays – Tips for a great B School application essay
- B-school: Applying to B-schools – timelines for a B-school application
- Middle Office Review: Middle Office External review and audit
- The Derivative Middle Office: Middle Office Derivatives Business Regulations
- Middle Office review: Middle Office Target state vs. Middle Office current state analysis
- Middle Office review: Middle Office model Basel II Gap Analysis
- Middle Office Review: Sample Middle Office Assessment and review report
- Middle Office review: Sample middle office gap analysis report
- Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
- Online MBA Resources: Writing content for online finance courses
- Value at Risk (VaR) Questions: Implementing Value at Risk (VaR)
- Course Guide
- Finance Training Course Pricing Case Study: Valuing Islamic Debt Instruments (Sukuk Bonds) and floating rate instruments
- Derivatives – Course List
- Online MBA Reference: Corporate Finance Courses gets a make over
- Online MBA: Building a valuation model for an online education business
- Online Education – The battle for online MBA – Strategy and Tactics
- ICAAP: Internal Capital Adequacy Assessment – Sample ICAAP report format and table of content
- Risk Management: Sample Board Risk Policy document and Risk Policy table of content
- Credit Process & Analysis – Course List
- Value at Risk – Course List
- Corporate Finance – Course List
- Business School Admissions: Answers for the road to your top ten MBA application
October 2010
- Small Business Posts Index
- Middle Office Posts Index
- ICAAP Posts Index
- Finance Posts Index
- Derivatives Posts Index
- Corporate Finance Posts Index
- Computational Finance Posts Index
- Business School Posts Index
- ALM Posts Index
- Learning Corporate Finance gets a new home
- Interest Rate Models: Building Black, Derman and Toy (BDT) in Excel: Define Output Cells
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: Define Input Cells
- Interest Rate Models: Black, Derman and Toy (BDT): Building BDT in Excel: Introduction
- Top 10 Active courses in October
- Learning Corporate Finance – APICTA and Manthan Awards nominations
- Feedback is a gift: Help us win at APICTA, the Delhi Manthan Awards and more
- Options Pricing Training: Interest Rate Options: Pricing Caps and Floors
- Mathematical Finance: Interest Rate Models: Calibrating CIR and HJM Interest Rate Model
- Forwards and Swaps: Interest Rates Models: Bootstrapping the Zero curve and Implied Forward curve
- Options, Forwards, Futures: Pricing Interest Rate Swaps
- Mathematical Finance: Option Pricing using Monte Carlo Simulators in Excel
- Options Pricing Training: Binomial Trees
- Options and Futures Training: Basic Options Trading Strategies
- Derivatives Training: Options Pricing and Products reference
- Options and Derivatives Training: Introduction to Derivatives: Options, Futures, Forwards and Swaps
- Small Business Credit Training: Getting a grip on Finance and Ratio analysis with case studies
- Small Business Credit Training: Ratio Analysis, Finance, Accounting and Credit Process
- Small Business Credit Training – Understanding Credit Process and Loan Approval basics
- Small business credit and finance training – credit and small business loan processing and approval basics
- Small business Finance Training: Cases in Finance: Valuation, Ratio analysis and Credit
- Small business accounting, finance training: Free Online finance and accounting training courses
- Small business accounting, finance training courses – Accounting to ratio analysis
November 2010
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: How to utilize the results of a BDT interest rate model: Pricing Options
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: How to utilize the results of a BDT interest rate model: Pricing Bonds
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: How to utilize the results of a BDT interest rate model: Derivation of Short Rates
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: Define & Set Solver Function & Results
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: Define Calculation Cells: Calculate Prices from Lattice
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: Define Calculation Cells: Construct State Price Lattices
- Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: Define Calculation Cells: Construct short rate binomial tree
- Interest Rate Modelling: Introduction
- Interest Rate Modelling: Principal Component Analysis (PCA) : How to conduct a Principal Component Analysis in Excel: Solver Setup & Results
- Interest Rate Modelling: Principal Component Analysis (PCA) : How to conduct a Principal Component Analysis in Excel: Diagonal Matrix
- Interest Rate Modelling: Principal Component Analysis (PCA) : How to conduct a Principal Component Analysis in Excel: Eigenvectors
- Interest Rate Modelling: Principal Component Analysis (PCA) : How to conduct a Principal Component Analysis in Excel: Covariance Matrix
- Interest Rate Modelling: Principal Component Analysis (PCA) : How to conduct a Principal Component Analysis in Excel: Data
- Interest Rate Modelling: Principal Component Analysis (PCA) : Overview
- Interest Rate Modelling: HJM (Heath Jarrow Merton) Model: How to construct an Interest Rate Model in Excel – Determine Prices
- What do you want to learn today? The lost and found page at LCF
- Corporate Finance Training Course Guide Road Map
- Interest Rate Simulations: Pricing securities, forecasting monetary policy
- Interest Rate Modelling: HJM (Heath Jarrow Merton) Model: How to construct an Interest Rate Model in Excel – Define calculation cells
- Interest Rate Modelling: HJM (Heath Jarrow Merton) Model: How to construct an Interest Rate Model in Excel – Define input cells
- Interest Rate Forecasting: Using CIR (Cox Ingersoll Ross) Model: Simulating the term structure of interest rates
- Interest Rate Forecasting: Using CIR (Cox Ingersoll Ross) Model: Estimating Parameters & Calibrating the CIR Model
- Interest Rate Forecasting: Using CIR (Cox Ingersoll Ross) Model: Introduction
- Basic Derivatives Products & Terminology – Quiz 3
- Basic Derivatives Products & Terminology – Quiz 2
- Basic Derivatives Products & Terminology – Quiz 1
- Introduction to Treasury Products – Quiz 4
- Introduction to Treasury Products – Quiz 3
- Introduction to Treasury Products – Quiz 2
- Introduction to Treasury Products – Quiz 1
- Advanced Fixed Income Securities – Quiz 7
- Advanced Fixed Income Securities – Quiz 6
- Advanced Fixed Income Securities – Quiz 5
- Advanced Fixed Income Securities – Quiz 4
- Advanced Fixed Income Securities – Quiz 3
- Advanced Fixed Income Securities – Quiz 2
- Advanced Fixed Income Securities – Quiz 1
- Forecasting Interest Rates and Applications workshop: December 28th, 29th
- ICAAP (Internal Adequacy Assessment Process) Reporting Excel Template now available for download
- Introducing the ICAAP (Internal Capital Adequacy Assessment Process) excel template
- All things finance …. ask the gurus!
- Editor Profile – Jawwad Farid
- A risk applications textbook with a difference: Risk Frameworks, 2nd Edition is here
- Business Plan Cheat Sheet – Two business plans up for a half baked sale
- Small Business Credit Training: Resource guide
- Management Case Studies: Case Studies resources and guides
- Business School Admissions: Masters Program Applicant Resource
- Small Business Financing: Investors due diligence and pre-investment audits
- Buying and downloading course materials from the online finance store
- Setting Risk Limits-Counterparty Limits, Pre-settlement Risk (PSR) and Trading Limits
- Setting up Treasury Limits: Working with Stop Loss Limits
- Defining Treasury Limits: Limits Control and Business Processes
- Setting Treasury Risk Limits: Defining Risk Appetite, control limits and limit breaches
- Accounting for Trading profits: Inventory valuation models and determination of trading gains and losses
- Small Business Accounting: Inventory Valuation models and profitability: Working Example
- Small Business Accounting: Inventory Valuation models and profitability
- FinanceTrainingCourse.com is now live
- Small Business Credit: Analyzing Cash Flows: Bringing it all together
- Small Business Credit: Analyzing Cash Flows: Cash from Operations
- Small Business Credit: Analyzing Cash Flows: Cash from Trading activities
- Small Business Credit: Analyzing Cash Flows: Analyzing Cash from Sales
- Small Business Credit: Cash Flow Lending to SME: Analyzing Cash Flows for Credit
- Small Business Credit: Cash Flow Lending: Analyzing Cash Flows for Credit to Small and Medium Size businesses
- Actuarial Mathematics – Introduction to Commutation Functions
- Top courses, posts and pages in November
December 2010
- Finance Training Courses: Top Posts in December
- ALM: Liquidity Risk Measure: Cost-to-Close Example
- ALM: Quantifying Liquidity Risk: Cost-to-Close Liquidity Gap Methodology
- Corporate Finance Training: WACC: Calculating weighted average cost of capital (WACC): Relevering Beta
- December Traffic update: It is down with a capital D…
- Finance Training Courses Cases in Profile: Case Studies resources and guides
- Career choices that I made – early professional consulting career – lessons learnt
- Basel III: Enhancements to Basel II: System-wide changes & Increased Stress Testing
- Basel III: Enhancements to Basel II: Firm-specific changes
- The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
- ICAAP: Stress Test: Liquidity Risk
- ICAAP: Stress Test: Market Risk
- ICAAP: Credit Risk: Stress Test: Profitability Analysis Stress Test
- ICAAP: Credit Risk: Stress Test: Transition Matrix Stress Test
- ICAAP: Credit Risk: Stress Test: Profitability Analysis of a bank’s loan portfolio
- ICAAP: Credit Risk: Stress Test: How to Determine Expected Classification Rates
- ICAAP: Credit Risk: Stress Test: How to construct a Transition Matrix
- ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Fall in Forced Sale Value (FSV) of mortgaged collateral
- ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Increase & Shift in NPL
- ICAAP Submission: Credit Risk: Stress Test: Non – Performing Loan (NPL) Stress Test
- ICAAP Submissions: Probability of Default (PD) Calculation
- Internal Capital Adequacy Assessment Process (ICAAP): Prevention and Limitation of Model Risks
- Internal Capital Adequacy Assessment Process (ICAAP): Model Risks
- Internal Capital Adequacy Assessment Process (ICAAP): Modeling Building Process
- Internal Capital Adequacy and Assessment Process (ICAAP): Report – main elements
- ICAAP: Assessment Requirements: Approach, Nature , Comparative View to MCR and Review Process
- ICAAP: Process Requirements: Purpose, Pre-requisites, Board of Director Responsibilities and Documentation
- Internal Capital Adequacy Assessment Process (ICAAP): Basel II
- Internal Capital Adequacy Assessment Process (ICAAP): Basel II – Background: Great Depression, Regulation Q, Basel I
- Duration & Convexity Calculation Example: Working with Convexity and Sensitivity
- Duration & Convexity Calculation Example: Working with Effective Duration
- Duration & Convexity calculation example: Working with Macaulay & Modified Duration
- Interest Rate Risk: Convexity
- Collateral Valuation: Credit Risk: Termination or the extinguishing of Security Interest
- Collateral Valuation: Credit Risk: Enforcement of Security Interest
- Collateral Valuation: Credit Risk: Collateral Management of Security Interest
- Collateral Valuation: Credit Risk: Security Interest – creation and perfection
- 20,000 page views, Eight thousand visitors and 200 dollars in revenues – Corporate Finance Blog, November update
- 20,000 page views, Eight thousand visitors and 200 dollars in revenues – Corporate Finance Blog, November update
- Collateral Valuation: Credit Risk: Approaches for other assets
- Collateral Valuation: Credit Risk: Cost Approach for real estate
- Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
- Collateral Valuation: Credit Risk: Sales Comparison Approach for real estate
- Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
- Collateral Valuation: Credit Risk: General principles
- Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
- Collateral Valuation: Credit Risk: Collateral and Collateral Law
- Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
- Collateral Valuation: Credit Risk: Extent of collateral & Performance indicators for collateral
- Collateral Valuation: Credit Risk: Definition and Types
- Interest Rate Modelling Posts Index
