Quote of the week: The Fear Index: Robert Harris
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5 mins read Stress testing refers to a process through we which we try and assess the impact of abnormal and extreme conditions on our processes, control systems and organizations.
Within financial services stress testing takes a second dimension where the focus shifts from assessing impact to identifying breaking points; the maximum amount of stress a financial institution would be able to bear before it breaks down and fails. The level of interconnectivity between financial markets and institutions has made this threshold of failure even more important since a since the failure of a single institution can trigger a deep and painful system wide crisis that can very easily turn into a regional or global contagion.
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.
6 mins read Market structures and systemic risks of exchange traded funds This article summarizes the Bank of International Settlements working paper No.343
5 mins read Simulating Commodity Prices Our course on Building Monte Carlo Simulators in Excel and related available-for-sale excel examples for Commodities, Currencies
3 mins read The relative gold price model, presented in MS Excel worksheet format, assesses the relative value of Gold against that of