Browse By

Category Archives: Case Study

Using Copulas to model spread between WTI and Brent.

Using Copulas to Model spread between crude oil blends. Brent is the European crude oil blend. WTI is the North American pricing benchmark for crude oil. While Brent is used to price bulk of the crude oil cargoes purchased and sold across the world, WTI

Credit Memo. Tips for credit committee presentations

Presenting credit memo for credit committee approval The credit committee or loan committee review meeting is the final trial by fire for the loan proposal (credit memo) prepared by the loan officer and the credit analyst.  While credit risk as a function and a business

Khuda Buksh

Khuda Buksh. A life insurance leadership case study.

Khuda Buksh. A case study for life insurance leaership. My father, Aba, is 76 years old. He spent a large part of his professional life selling life insurance, first in the conventional form and then for the Takaful industry in Pakistan. The name Khuda Baksh

RCSA Process

RCSA Case study

RCSA Case study and Example. A simplified RCSA case study that showcases how the RCSA process works. We have been engaged to conduct a risk control self-assessment exercise for the front office treasury group at a bank. We are following the RCSA process presented below. RCSA case study

Iran oil economy. Has spring really come to Tehran?

Iran oil economy. Nowroz comes to Tehran. Nowroz, the Persian New Year arrives 21st March.  As Tehran shrugs off a mild winter there is optimism about coming months. Iran’s journey on the road of isolation ended in December 2015. The flurry of activity it triggered is

Saudi oil strategy. How low can they go?

Saudi oil strategy. How low can they go? The opinion on Saudi oil strategy is divided. Planned mayhem and chaos in exchange for market share versus an over played hand. While we may all have some beef with Saudi Arabia, smart money when it comes to

IRS PFE Exposure Estimate

Potential Future Exposure – PFE Calculations for a simple IRS

Potential Future Exposure – PFE – Calculations for an Interest Rate Swap. When it comes to counter party credit risk there are two credit exposure calculation methods that we frequently see in term sheets and internal risk reporting. Pre Settlement Risk Exposure (PSR or PSRE) and

Producing great marketing videos. A short case study

Building a great marketing video. A case study How do you put together a great marketing video? Are there any simple rules and tips that can help you get your message across? How is it different from writing copy for your bill board advert, putting

Attributes of Economic Capital Model

Economic Capital for banking industry

Economic Capital – Everything you ever wanted to know but were afraid to ask. For the last seventeen years I have hated conversations with board members around economic capital. It is perfectly acceptable to discuss Market risk, Credit risk or interest rates mismatch in isolation

Comodo SSL