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Daily Archives: September 10, 2010

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The Derivative Middle Office: Middle Office Derivatives Business Regulations

Middle Office Financial Derivates Business Regulations (FDBR) Overview of Middle Office FDBR The Financial Derivates Business Regulations (FDBR) allow and regulate financial derivatives business and define the roles and requirements around the Derivative and Treasury Middle Office function. For financial institutions writing derivatives business, the

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Basel Gap Analysis

For a Treasury Middle Office gap analysis exercise roadmap is defined by the market risk capital amendments (1996) and the Basel II guidelines that specify a number of qualitative and quantitative criteria required before supervisory approval for an internal model is granted.

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Online MBA Resources: Writing content for online finance courses

On Process: Whether it is quality assurance, productivity, or a decision to scale up, there is one common denominator that determines how good a job you could possibly do. That denominator is process. Fix the process and everything else will fly. Ignore the process and

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Value at Risk (VaR) Questions: Implementing Value at Risk (VaR)

One of the most common question I face as a consultant deals with how do you actually implement Value at Risk. Here implementation is used more along the lines of interpretation of value at risk rather than physical implementation. Clients understand that systems need to be purchased, controls need to be created, data needs to be gathered but once every thing is in place and you are getting your 2,500 risk reports every day, what do you do next. How do you actually read the VaR reports and how do you link it to controls