Archives for Finance

The Fed Guidelines on Capital Analysis: Comprehensive Capital Analysis and Review (CCAR)

Large bank holding companies in the US are required to submit on an annual basis a board of directors approved comprehensive capital plan to the Federal Reserve. The plan is a long run (2-year/ 9-quarter) forward looking quantitative and qualitative review of the firm’s internal capital adequacy assessment processes and capital resource management strategies.

Key components of the plan include:

Description of regulatory capital base, key contractual terms of capital instruments…

Premium Courses Sample Counterparty Limit Proposal$154.49Corporate Finance – First Course – Includes case study$17.49Monte Carlo Simulation - Package$18.00Value at Risk with Liquidity Premium$19.99

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Enchantment – Persuasion, selling and making a difference for startups by Guy Kawasaki

This March marks the 8th year I have been teaching entrepreneurship as a subject. In every group of 35 students I teach I come across a handful on fire. The wild, out of control, let me change the world fire, as well as the slow burning, smoldering, I will get through everything fire. All I have to do is to make them see the end goal and they…

Premium Courses Pricing Interest Rate Options – Module III EXCEL Example$13.99Portfolio VaR – EXCEL Example$59.00Derivative Products$11.49Black Derman Toy Model Construction – EXCEL Example$64.99

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Finance Training Courses: From Inception (Text) to version 3.0 (Finance training videos):

A number of friends asked if I could put a post (or a series together) time lining the Finance Training Course adventure. For those of you who have just joined us, Finance Training Course is a business that grew out of a conversation last December with a friend about making money from selling content online. The conversation triggered the experiment which sort of became a…

Premium Courses Heath Jarrow Merton (HJM) Interest Rate Model - Package$130.00Option Pricing using Monte Carlo Simulation$199.00Portfolio Risk Metrics – EXCEL Example$19.99Monte Carlo Simulation – Commodity – Example$8.99

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Risk Training Videos – Audience Profile

Here is a quick look at the changing audience profile for our risk and finance training videos site over the last 30 days. We tend to attract well educated, affluent, Asian and African American middle aged males with no children in the house and 6 figure annualized household income.

Premium Courses Calculating VaR for Futures and Options - EXCEL Example$69.00Setting & Linking VaR, Stop loss & PSR Limits$199.00Calculating Value at Risk (VaR) - Package$77.00ICAAP – Overview & Core Concepts$59.00

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Emerging and Frontier Market Bonds – Attractive Yields on Euro Dollar Bonds

Premium Courses Risk Frameworks & Applications – 2nd Edition$140.00Derivative Products$11.49Calculating VaR – Includes case study$18.49Credit Analysis - Financial Institution$25.59

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Finance Training Course: Online Quant Crash Course: Video One

The Free Trial period of the online Quant Crash Course expired at 1 pm Eastern time, 28th February 2011.

However you can still see select video snippets from all four parts of the Quant Training Crash course at the Finance Training Videos post.

The Quant Crash Course is based on the first half day of Jawwad Farid’s risk training courses and covers volatility, value at risk, capital and…

Premium Courses Portfolio VaR – EXCEL Example$59.00Treasury Crash Course$219.00Introduction to Financial Modelling$49.00Credit Process$11.99

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Book Review: The End of Wall Street – Roger Lowenstein

Roger Lowenstein’s book “The End of Wall Street” is a font of information regarding the recent financial crisis. Beautifully written in clear and simple language, it explores the environment that created the house price bubble and the impact on the mortgage market particularly with regard to subprime and Alt –A mortgages. Each chapter elaborates on the layers of riskiness added to financial systems, first by mortgage originators, then by…

Premium Courses Understanding N(d1) & N(d2)$199.00Introduction to Financial Modelling$49.00Relative Gold Price model$139.00How to utilize results of a Black Derman Toy Model – EXCEL Example$42.99

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Online Quant Crash Course: Finance Training Courses: Pre-course announcement

What is the Quant Crash Course?

The Quant Crash Course is a 200 minute series of 4 videos that cover the basics of quant and computational finance. The course material and series has evolved over the last 8 years as part of the training practice run by Jawwad Farid in the areas of derivative pricing and risk management. As part of this practice Jawwad has delivered over a hundred courses…

Premium Courses Portfolio VaR – EXCEL Example$59.00Pitching for Startups$0.00Understanding N(d1) & N(d2)$199.00Monte Carlo Simulation - Package$18.00

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The Quant Crash Course: Finance Training Course introduces the Quant Crash Course online video training series

It took two students, over a hundred training engagements in 6 markets and a life working with risk and finance to change my mind.

2007 was a good year in many ways. It was also the year when Abbas Qureshi at SP Jain, Dubai and Adnan Iqbal at Deloitte Consulting, DC asked me the same thing. “Can you please start putting up your training materials online? There are tons of…

Premium Courses Sample Counterparty Limit Proposal$154.49Setting & Linking VaR, Stop loss & PSR Limits$199.00Derivative Products - Package$15.00Credit Analysis – First Course$11.99

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Liquidity Risk Management Case Study: The Bear Stearns Liquidity Run: Timelines

Liquidity Risk Management: Bear Stearns Liquidity Run Case Study Timelines

 

20 December 2007: BS records 4th quarter loss, writes down mortgage assets of $1.9 billion. Sued by Barclays for misleading hedge fund performance

 

28 December 2007: Employees sell BS stock worth $ 20 million

 

Early January 2008: CEO James Cayne resigns. Moody’s downgrade of MBS tranches…

Premium Courses Pricing Interest Rate Swaps and Interest Rate Options - Package$60.00Credit Analysis - Financial Institution - EXCEL Example$29.00ICAAP Sample Report Template & Executive Summary$79.00Risk Frameworks & Applications – 2nd Edition$140.00

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