Jensen’s Alpha – Market Risk Metric
4 mins read Jensen’s Alpha is the risk-adjusted performance metric that measures a portfolio manager’s returns against those of a benchmark. For asset
Market Risk Metrics – Holding Period Return
2 mins read The Holding Period Return represents the return earned by an instrument (e.g. an equity stock) over the time that it
Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
2 mins read The SAARC Finance policy response workshop on Basel II Enhancements SBP, NIBAF and SAARC Finance organized a two day workshop
Liquidity Risk Monitoring
2 mins read Besides the two supervisory standards proposed in the Basel III liquidity reforms, the liquidity framework also presents 5 metrics that
Net Stable Funding Ratio
3 mins read In our previous posts, we had addressed the Liquidity Coverage Ratio, the short term resilience liquidity standard to be introduced
Liquidity Coverage Ratio – The Denominator
3 mins read Total Net Cash Outflows In our previous post on the reforms being brought to the liquidity framework by Basel III,