EXCEL Duration Calculation between Coupon Payments
3 mins read How does the EXCEL DURATION calculation work? How do we calculate it for settlement dates between coupon dates? This is
FAS 157 Fair value liabilities disclosure
3 mins read FAS 157 Fair value liabilities disclosure. Term B loans, credit lines, revolvers and LCs. Fair values of highly customized and
FAS 157 Term B syndicated loan fair value disclosure
7 mins read Corporations use FAS 157 Term B syndicated loan as a source of funding for capital purposes. The loans usually are
Fair value disclosure FAS 157 Revolving credit facilities
5 mins read In this post we outline the framework for determining FAS 157 fair values for revolving credit facilities. Companies avail revolving
CIR Model – Appropriate Time Step
2 mins read What is the appropriate time step to use in estimating parameters for, and projecting short rates using, the CIR model?
ILAAP ALM LCR Reports Template Validator
6 mins read We have designed the ILAAP ALM LCR reports template validator product for banking professionals, consultants, implementation teams and model auditors.