## All Posts

# All Risk Management Posts

- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- Calculating Value at Risk. FRM MBA Workshop Transcript. Day One
- FRM Training: Risk Exposure Estimation. Transcript
- Asset Liability Management (ALM) Study Guide for Board Members - coming soon to an iPad near you.
- Risk Management Training - The quest for 25 answers to 25 questions. A risk student speaks.
- The LIBOR Crisis Barclays Bank.
- Financial Risk Management MBA Workshop - Fuel Hedging Case - The Case for and against Jet Fuel Hedging
- More Forward Rates Lessons: How to calculate Forward Rates - Calculations walk through
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- Market Risk Metrics – Volatility Trend Analysis
- Market Risk Metrics – Put Premium
- Market Risk Metrics – Sharpe and Treynor Ratios
- Market Risk Metrics – Beta with respect to market indices
- Market Risk Metrics – Holding Period Return
- Correlation – Relative Price Graphs
- Correlation –Trailing Correlations
- Correlation – Correlation coefficient, r
- Correlation – Scatter Plots
- Excel Correlation – Plotting time series data graphs in Excel
- Correlation basics – An introduction
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- ICAAP Training Workshops – 3 days – Langkawi, Malaysia, March 2011
- Setting Limits: Interest Rate Risk Management
- Limits: Trading Limits - Duration, Convexity and PVBP Limits
- Setting Limits: Value at Risk and Regulatory Approach Limits
- 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
- 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
- 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
- Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
- Value at Risk (VaR) Questions: Implementing Value at Risk (VaR)
- Treasury Risk Reference. Ratios, Metrics, Measures, Equations.
- Calculating Value at Risk – 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
- Finance-Calculating Value at Risk – Caveats, qualifications, issues
- Master Course: Liquidity Management Crash Course: Liquidity Limits
- Calculating Value at Risk Excel
- Master Class: Calculating Value at Risk (VaR): Final steps
- Master Class: Calculating Value at Risk (VaR): First Steps
- Calculating Value at Risk (VaR): VaR Methods
- Master Class: Calculating Value at Risk (VaR): Introduction
- Master Class: A Risk framework for Crude Oil and Petrochemical industry: Limits and control process: Session VI
- 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