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Category Archives: Case Study

Skewness-Portfolio-Impact

Higher moment Portfolio models. Skewness preference.

Higher moment Portfolio models. Skewness preference. So far in the portfolio optimization course our focus has been on single dimension analytics. With both risk and performance we have only looked at one metric at a time. While our Solver models have worked with multiple constraints,

BootStrappingZeroCurve

Bootstrapping the Zero Curve and Forward Rates

Deriving zero rates and forward rates using the bootstrapping process is a standard first step for many valuation, pricing and risk models. Interest rate and cross currency swaps & interest rate options pricing & VaR models, revolving credit facilities & term B loans valuation models,

Driving bank consolidation

Bank consolidation and M&A drivers.

Bank consolidation and M&A drivers It is that time of the year again within the banking industry in the Middle East. The move for bank consolidation and the need to roll out and brush the dust off our bank M&A models.  Like every other industry

DIB Tamweel case study

Bank Valuation case study. DIB acquisition of Tamweel.

Bank Valuation case study. DIB’s acquisition of Tamweel. Dubai Islamic Bank’s (DIB) acquisition of Tamweel PJSC serves as our second case study for the upcoming Bank valuation course.  The case study serves as a basis for discussion for the acquisition of a single product business

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