Case Studies

Asia Pacific ICT Awards – Meet the candidates that rocked Pattaya.

5 mins read Each year as a judge and a mentor I fall in love with a handful of ideas and products. Each year some win, some don’t. This year there were six ideas that we believed in from the minute we saw their applications and pitches for the P@SHA ICT Awards 2011. All six of them put their heart into making a pitch at APICTA 2011, Pattaya, Thailand. All six blew away the judges with the quality of their presentation and their effort. They did an amazing job with the feedback mentors provided them and it wasn’t just the Pakistani judges on their panel who noticed

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

Stop loss limits review triggers - volatility, breaches, capital, profitability, liquidity

Liquidity Risk Management – Framework for Capital estimation

7 mins read Capital estimation for Liquidity Risk Management is a difficult exercise. It comes up as part of the internal liquidity risk management process as well as the internal capital adequacy assessment process (ICAAP). This post and the liquidity risk management series that follows suggests a framework for ongoing discussion based on the work done by our team with a number of regional banking customers