Why banking regulation really doesn’t work If you look at the evolution and history of what we call banking today you will realize that banks have been around much longer than bank regulation. Which means banks have a lot more experience in dealing with regulators
Credit Risk Models. PD Modeling using structured approach This is the first post in a multipart series on credit risk models. By the time we are done with this series you should be able to calculate the probability of default for Barclays Bank (and if you really want
Barclays Bank – Probability of default trend-line – Is Barclays Bank going under or not? While some of us thought that Barclays Bank would actually go under at the height of the Libor crisis here on this site, it appears that we were over optimistic.
Solved Solution for Value at Risk (VaR) Margin Lending Margin. Prime Brokerage Case Study 36 hours ago we posted our Value at Risk (Margin Lending applications for Prime Brokerage) question and case study as part of the weekend Quant Challenge series. Here is the high
Using Value at Risk (Var) for Margin Lending Business – Prime Brokerage Case Study Practice Test Questions Here is a short and brief case study that I would love to test you on if and when you apply to my margin lending desk or my