Value at Risk EXCEL Example
9 mins read This Value at Risk EXCEL example shows how to calculate VaR in EXCEL using two different methods (Variance Covariance and Historical Simulation) with publicly available
Cross selling treasury products – Pitching commodity trading ideas to corporate clients
6 mins read Price volatility in crude oil, gold, silver, cotton, sugarcane, wheat and cereals has created an unprecedented opportunity for corporate relationship managers to cross sell treasury products to their institutional, trading, manufacturing and high net worth customers. We present below a framework for empowering client facing treasury teams to go out and cross sell high value, high margin trading concepts to clients by educating customers about their exposures and some of the solutions available to reduce the risk associated with the same exposures.
Forecasting Oil prices. Commodity Prices and Trailing Correlations
4 mins read Forecasting oil prices. Trailing correlations The Crude Oil Mispricing model, presented in MS Excel worksheet format, assesses what the price of
Relative Gold Price Model – Forecasting the price of gold
3 mins read The relative gold price model, presented in MS Excel worksheet format, assesses the relative value of Gold against that of
Understanding Crude Oil. A model for dissecting crude oil
< 1 min read Our summarized outlook was simple. Oil demand growth is likely to remain stunted given high prices and a number of major issues structurally which will remove any impetus for an oil price shock similar to the one that we witnessed in 2008. With additional supply coming back to the market from Iraq and Libya, Europe struggling with the fallout of the PIGS crisis and the slowdown in China the demand situation was not likely to be rosy.
Gold price forecast. Using relative value as a trading signal.
9 mins read So the question you have to answer before you add more to your position of Gold is what does the most recent downward revision in the Gold/Silver ratio implies? Will gold head south or like 2003 take off for another heady ride to an all time high?