Oil and Gold Models – An introduction to risk, models and valuation – Bangkok, 14th November, 2011
Welcome to the resource page for attendees of the Wealth Management’s Oil and Gold workshop conducted at the Landmark hotel in Bangkok, Thailand on 14th November 2011 for its clients, partners and well wishers.
The workshop focused…
Premium Courses REBOOT$6.99Introduction to Financial Modelling$49.00Asset Liability Management (ALM) Crash Course - Package$125.00Setting Limits – EXCEL Example$19.49Selling Treasury & Derivative Products: The Petrochemical Case Study: Estimating client exposure to crude oil price volatility
This is the transcript from the video recording for session three of selling treasury products where we use the case study of an oil refinery to show how to translate impact of crude oil price volatility into P&L and margin impact. This impact forms the basis for exposure estimation used to suggest…
Premium Courses Principal Component Analysis – PCA – US Treasury Yield Rates$54.49Pricing IRS – Module II – IRS and CCS$14.49Monte Carlo Simulation – Currency – Example$8.99Credit Process$11.99Cross Selling Treasury Products video course is now live for purchase.
Price volatility in crude oil, gold, silver, cotton, sugarcane, wheat and cereals has created an unprecedented opportunity for corporate relationship managers to cross sell treasury products to their institutional, trading, manufacturing and high net worth customers. We present below a framework for empowering client…
Premium Courses Corporate Finance – First Course – Includes case study$17.49How to utilize results of a Black Derman Toy Model$14.49Black-Derman-Toy (BDT) Interest Rate Model - Package$125.00Basel III – Liquidity Framework$41.49By the end of the two day workshop participants will be able to:
a) Appreciate the linkage between commodity markets (precious metals, crude oil), currencies and rates
b) Trace the impact of monetary policy announcements on commodity markets
c) Explain trading strategies using futures, options and exotic products
d) Understand trading triggers
e) Derive risk limits for counterparty exposures
For a short review…
Premium Courses Derivative Pricing – Binomial Trees – Efficient Approach$14.49Corporate Finance – First Course – Includes case study$17.49Selling Derivative Products$199.00ICAAP Sample Report Template & Executive Summary$79.00The Crude Oil Mispricing model, presented in MS Excel worksheet format, assesses what the price of crude oil should have been if the historical relationship between crude oil and a given commodity were to have continued into the future. Vice versa, what would the price of a given commodity be if the average correlation between crude oil and a given commodity was maintained over the analysis period?
A comparative study…
Premium Courses Monte Carlo Simulation – Currency – Example$8.99How to utilize results of a Black Derman Toy Model$14.49Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates - PDF$9.99Monte Carlo Simulation - Package$18.00The relative gold price model, presented in MS Excel worksheet format, assesses the relative value of Gold against that of other commodities. It is used to:
Highlight trends in the relationships between gold and a given commodity Identify points when relations broke-down or when a new “normal” was created. This may be due to new drivers influencing one or both commodities.The data used in the analysis is spot price data for…
Premium Courses Value at Risk with Liquidity Premium$19.99Derivative Products - Package$15.00Individual subscription$699.00Calculating VaR for Futures and Options - EXCEL Example$69.00Here is the model we used last year to dissect the projected price behavior of oil. This was a fundamentals driven model that examined supply and demand gap, future supply sources and shocks, core demand growth drivers and relative value effects. The same approach was used later this year in building our fundamentals driven model for gold price forecast.
Our summarized outlook was simple. Oil demand…
Premium Courses Basel III – Liquidity Framework$41.49Pricing Interest Rate Options – Module III EXCEL Example$13.99ICAAP Sample Report Template & Executive Summary$79.00Valuing Options – Binomial Tree – Traditional Approach – EXCEL Example$12.99
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