Excel Spreadsheet Templates. PDF Study Guides

We use a combination of PDF study guides and do it yourself excel templates to teach risk and investment management topics. PDF guides include background concepts on the related risk and treasury topic. They generally include a section that does a step by step walkthrough of the model building process that the reader can use to build his own excel template. Excel templates can be used as is or can be used to validate independent model construction and are primarily shared for illustrative and academic use.

<strong>EXCEL Downloads</strong><strong>PDF Downloads</strong>
Asset Liability Management
  1. ALM – Crash Course – EXCEL Examples
  2. Black Derman Toy Model Construction – EXCEL Example
  3. Calibration of CIR Model – EXCEL Example
  4. Cox-Ingersoll-Ross (CIR) Interest Rate model – EXCEL example
  5. Duration Convexity – EXCEL Example
  6. Fixed Income Bond Duration – Monthly Coupon Payment Frequency – EXCEL
  7. How to utilize results of a Black Derman Toy Model – EXCEL Example
Capital Adequacy
  1. ICAAP – Credit EXCEL Example
Corporate Finance
  1. Credit Analysis – Financial Institution – EXCEL Example
Derivative Pricing
  1. Delta Hedging and Greeks – EXCEL
  2. Delta Hedging and Greeks – Study guide + Excel value pack
  3. Derivative Pricing – Binomial Trees EXCEL Example
  4. Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – EXCEL Example
  5. Monte Carlo Simulation – Variance Reduction Procedures – EXCEL Examples
  6. Monte Carlo Simulation – Equity – Example
  7. Monte Carlo Simulation – Commodity – Example
  8. Monte Carlo Simulation – Currency – Example
  9. Pricing IRS – Module I – Term Structures EXCEL Example
  10. Pricing IRS – Module II – IRS and CCS EXCEL Example
  11. Pricing Interest Rate Options – Module III EXCEL Example
  12. Understanding N(d1) & N(d2) – EXCEL Example
  13. Valuing Options – Binomial Tree – Traditional Approach – EXCEL Example
  14. Valuing Options – Black Scholes Example
  15. VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – EXCEL Example
Option Greeks
  1. Constructing Volatility Surfaces in EXCEL
  2. Delta Hedging and Greeks – EXCEL
Portfolio Management
  1. Portfolio Risk Metrics – EXCEL
Risk Management
  1. Calculating VaR – EXCEL
  2. Calculating VaR for Futures and Options – EXCEL
  3. Comparing Value at Risk – Model, Methods and Metrics – EXCEL
  4. Portfolio Risk Metrics – EXCEL
  5. Portfolio VaR – EXCEL Example
  6. Setting Limits – EXCEL Example
  7. Value at Risk Example for Fixed For Floating Interest Rate Swaps – EXCEL
  8. Value at Risk using VCV – EXCEL
  9. VaR for FX Forwards and FX Swaps – EXCEL
  10. VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – EXCEL Example

Treasury Products
  1. Delta Hedging and Greeks – EXCEL
Asset Liability Management
  1. ALM – Crash Course – 3rd Edition
  2. Building Maturity & Liquidity Profiles for Deposits and Advances
  3. Calibration of Black Derman Toy (BDT) Interest Rate model to US Treasuries
  4. Duration and Convexity for US Treasury Bill, Note and Bond
  5. Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model
  6. How to construct a Black Derman Toy Model in EXCEL
  7. How to utilize results of a Black Derman Toy Model
  8. ILAAP, ALM, LCR, NSFR Report validator
  9. Interest Rate Simulation Crash Course
  10. Principal Component Analysis – PCA – US Treasury Yield Rates
  11. Value at Risk with Liquidity Premium
Capital Adequacy
  1. Basel III – Liquidity Framework
  2. Economic Capital – A Practioner’ s Guide
  3. ICAAP Sample Report Template & Executive Summary
  4. ICAAP – Overview & Core Concepts
Corporate Finance
  1. Credit Analysis – First Course
  2. Credit Analysis & Credit Process
  3. Credit Analysis – Financial Institution
  4. Corporate Finance – First Course – Includes case study
  5. Credit Process
  6. Introduction to Financial Modelling
  7. Ratio Analysis
  8. Better EXCEL Charts
Derivative Pricing
  1. Derivative Pricing – Binomial Trees – Efficient Approach
  2. Derivative Products
  3. Derivatives Terminology Crash Course
  4. Exotic Option Pricing using Monte Carlo Simulation
  5. Forward Prices and Forward Rates – Calculation reference & detailed examples
  6. Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates
  7. Monte Carlo Simulation – Models and Applications
  8. Monte Carlo Simulator with Historical Returns
  9. Monte Carlo Simulation – Package
  10. Pricing IRS – Module I – Term Structures
  11. Pricing IRS – Module II – IRS and CCS
  12. Pricing Interest Rate Options – Module III
  13. Pricing Ladder Options using a Monte Carlo Simulator
  14. Valuing Options – Black Scholes Example
Option Greeks
  1. Constructing Volatility Surfaces in EXCEL
  2. Hedging Higher Order Greeks using EXCEL’s Solver – Package
Portfolio Management
  1. Portfolio Optimization Models in EXCEL
Risk Management
  1. Calculating VaR – Includes case study
  2. Collateral Valuation in Credit Risk Management
  3. Deriving IRS Actuarial Tables H, S and R(2)
  4. Portfolio Optimization Models in EXCEL
  5. Sample Counterparty Limit Proposal
  6. Setting Counterpart Limits
  7. Value at Risk using the Monte Carlo simulation with Historical Returns approach
  8. Value at Risk with Liquidity Premium
Start Ups
  1. Reboot
Treasury Products
  1. Constructing Volatility Surfaces in EXCEL
  2. Crude Oil Mispricing model
  3. Relative Gold Price model
  4. Treasury Crash Course

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