- Crypto Risk Review and Assessment – a Framework
- Modelling RSU expense in EXCEL
- Goldman Interview Q. What is the Third Moment?
- Fintech. Financial Innovation. Disruption. IBA.
- Your Bitcoin outlook 2021?
- A Private Equity Case Study. GEMS Education.
- Kelly’s Criterion, Founders, Startups and Bet size
- DNFBPs – Designated Non-Financial Businesses & Professions
- FATF Grey List Pakistan – Case Study
- Setting risk limits that work
- Calculating PFE for IRS using HJM
- Getting started with IFRS 9 implementation
- Signals in the data. Oil prices, tea leaves and crude price direction.
- Goldman Sachs and the 1MDB Scandal
- Pakistan banks put hold on 2Checkout export wire transfers ?
- Pre-settlement Risk & PFE -Forward & TARF
- TARF PSR PFE calculation model
- Stress testing correlation – The positive correlation stress test
- Hedge effectiveness of vanilla options, TARF & participating forwards
- Anti-Money Laundering Programmes – Systems
- Anti-Money Laundering Programmes – Regulations
- Portfolio Management Sample Exam
- Dow Jones 20,000. How real is the Trump rally?
- Hello stranger! Say Hi to our new support chatbot.
- Index matching portfolio optimization with Solver
- Probability of Default: Deutsche Bank – November 2016
- The Brexit reference for dummies
- ILAAP ALM LCR Reports Template Validator
- Doha oil output freeze talks. 7 questions for oil trading playbook
- Basel III credit risk standardized approach
- Copulas in Excel. Theoretical foundations.
- Credit Memo. Tips for credit committee presentations
- Loan officer skill sets. Between Credit analysts and relationship managers.
- Liquidity Gap Implementation Challenges
- RCSA Case study
- Credit scoring. An alternate approach
- China Crisis. Oil prices and China dragon roll.
- PFE calculation for a simple IRS
- KRI Loss Events. Estimating Operational risk capital. An example.
- RCSA – Risk Control Self Assessment
- Operational risk management for banks
- Farewell, Sabeen
- Building Copulas in Excel
- Ebola market impact
- BCBS 239. The new BIS risk data aggregation, risk reporting standard
- Bitcoin economics. Is Bitcoin a currency?
- Bitcoin bubbles – dissecting pre and post bubble datasets
- A short visual history of Bitcoin bubbles
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- NII in banking vs Economic Value
- Asset Liability Management Training Guide. 3rd Edition.
- Operational Risk Management under the Basel accord
- ALM’s Purpose and Uses
- ALM Strategies – Scenarios & Responses
- Yield Curve History – US Treasuries
- Understanding Option Greeks – Introducing Gamma
- Understanding Alpha or Gamma Rent
- Implied volatility and hedge P&L. Mapping P&L distributions
- Sign up to review a new book on Option Greeks.
- What makes a book? The Preface to Option Greeks Primer
- Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
- Shadow Gamma Calculation
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Hedging higher order Greeks – Hedging a book of short call options
- Hedging higher order Greeks – Solver Solution review
- Option Greeks – Building the Excel Solver model for hedging Greeks
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Four market risk case studies for your weekend read.
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- A rose by any name…
- Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
- China Aviation Oil (Singapore) Corporation Limited’s Jet Fuel Scandal (2005) – Casestudy
- London Whale – Casestudy and Timeline
- Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy
- SP Jain EMBA Entrepreneurship Course – Dubai 2014
- Models at Work – The new risk text book. Now out in stores
- The Market Risk reading list for new hires.
- Buy Models at Work now at 50% off before 31st December 2013.
- Models at Work – now available for sale on Amazon.com
- Is the world more volatile today? Measuring and trading volatility across markets.
- Risk Training Courses – Celebrating 1 million page views
- Models at Work – The new text book on risk assessment & management
- Risk Assessment – From risk exposure to impact.
- The new textbook on risk
- Calculate value at risk for Bonds
- Calculating Value at Risk (VaR) with or without VCV matrix
- Data Analysis – Snapshots of an Excel Evangelist
- Risk management. Risk systems for Central Banks.
- Risk jobs – Credit vs. Treasury vs. Market Risk roles
- Value at Risk for Interest Rate & Cross Currency Swaps – EXCEL worksheet overview
- Risk training’s new interface for 2013
- Trading tips. Setting Stop Loss Limits
- Duration and Convexity for US Treasuries
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- ALM Modeling – Assumptions, Conventions & Hacks
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation Model How to – First pass
- Sea Shells – Another day at the beach
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- We are hiring senior developers. Redefine challenge in your dictionary
- Liquidity Stress Testing a fixed income securities portfolio
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Treasury Risk Training. Limits. Capital Allocation. Risk.
- Credit Risk Models -Probability of Default
- 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
- 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
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- The Risk and Finance Rock Star campaigns…
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Value at Risk EXCEL Example
- Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
- Calculating Value at Risk – Now available on the iPad
- Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
- Financial Risk Management MBA Workshop – Fuel Hedging Case – The Case for and against Jet Fuel Hedging
- Setting Limits for Treasury Risk : Available online risk limits training courses
- MonteCarlo Simulation: A introduction to simulating N(d1) and N(d2) in EXCEL
- Selling derivative products to treasury customers: The Treasury Marketing Unit Training series
- Technology Head of Operations role: US Based client, offshore team
- Who can answer my risk policy, model and frameworks questions?
- Gold Price Forecasts: Extending our simple gold price models.
- LCF Site update: We are back in business
- Five River does Pakistan – Our independence day gift from Lahore, pepperpk, Amir Hussain and Hasan Rizvi
- Entrepreneurship: Redux
- Ashoka: Everyone is a change maker
- Business Analyst, Risk Quant Analyst and Team Lead roles for a US based client
- 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 – Entrepreneurship training crash course
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- VaR Historical Simulation Approach – EXCEL
- Grading Entrepreneurial Jedi – May the force be with you…
- Portfolio VaR – Variance Covariance Approach using the Short Cut technique – PROOF!!
- Portfolio VaR
- Earnings at Risk – Asset Liability Management reporting
- How to calculate Economic value of Equity or market value of Equity at risk
- Market Risk Metrics – Sharpe and Treynor Ratios
- Market Risk Metrics – Introduction
- 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.
- 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
- Book Review: The Big Short: Inside the Doomsday Machine by Michael Lewis
- Emerging and Frontier Market Bonds – Attractive Yields on Euro Dollar Bonds
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Online Quant Crash Course: Pre-course announcement
- The Quant Crash Course: Finance Training Course introduces the Quant Crash Course online video training series
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- Startup and Reboot Chat – PMI Karachi Chapter Event – 1st Feb 2011
- Book review: The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin and Reward
- Finance Training Courses – Exotics Financial Topics, Exotic Tropical Locations
- Setting Limits: Interest Rate Risk Management
- Counterparty Risk Limits: Pre-settlement Risk and Settlement Risk
- Limits: Trading Limits – Duration, Convexity and PVBP Limits
- Setting Limits: Value at Risk and Regulatory Approach Limits
- Actuarial Mathematics – Development of Commutation Functions
- Finance Careers: A tale of two startups
- 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
- December Traffic update: It is down with a capital D…
- Basel III: Enhancements to Basel II: Firm-specific changes
- Terminating security interest in collateral
- Enforcement of Security Interest in Collateral
- Collateral Management of Security Interest
- Security Interest in Collateral
- 20,000 page views, Eight thousand visitors and 200 dollars in revenues – Corporate Finance Blog, November update
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Forecasting Interest Rates and Applications workshop: December 28th, 29th
- Introducing the ICAAP (Internal Capital Adequacy Assessment Process) excel template
- Editor Profile – Jawwad Farid
- Business Plan Cheat Sheet – Two business plans up for a half baked sale
- Small Business Credit Training: Resource guide
- Management Case Studies – Resources & Guides
- Business School Admissions: Masters Program Applicant Resource
- Setting Risk Limits-Counterparty, 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
- FinanceTrainingCourse.com is now live
- Actuarial Mathematics – Introduction to Commutation Functions
- Learning Corporate Finance gets a new home
- Learning Corporate Finance – APICTA and Manthan Awards nominations
- Feedback is a gift: Help us win at APICTA, the Delhi Manthan Awards and more
- Treasury products & operations – Treasury products & operations simulation workshop
- Middle Office Review: Middle Office External review and audit
- Middle Office review: Middle Office Target state vs. Middle Office current state analysis
- Basel 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
- Challenges with Value at Risk
- Online MBA Reference: Corporate Finance Courses gets a make over
- Risk Management: Sample Board Risk Policy document and Risk Policy table of content
- Online Finance courses – Top finance courses at the Finance e-education portal
- Learning Corporate Finance – Now a Technorati Top 100 Finance blog
- Online Finance – Building a business case for risk management
- The Alchemy Risk Management Solution Matrix
- Forecasting the Monetary Policy Decision – A second look at rate cut and rate hike simulation – Econ 101
- FAS 157 – Fair value accounting and Level 3 assets
- ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Calculating Value at Risk – Calculation reference
- Online Finance – Good and Bad bosses – A review of leadership trends across the decades
- Pricing Commodity linked notes
- Pricing Range Accrual Notes – Extending the cap floor functions
- Start up crash course – Reading assignments
- Finance-Calculating Value at Risk – Caveats, qualifications, issues
- Value at Risk EXCEL Guide
- Calculating Value at Risk – Approach Specific Steps
- Calculating Value at Risk – Data & Return Series
- VaR Methods – Calculating Value at Risk
- Value at Risk Calculation – Introduction
- ODP & Staples Case Study: Comparative Ratio Analysis