Risk management, risk assessment, risk exposure and risk models.
5 mins read
What does the data say about future direction of crude oil markets. We look at OPEC spare production capacity, future volumes, spreads and production to consumption ratio.
7 mins read
How Goldman Sachs is being held accountable for its role […]
5 mins read
TARF PSR PFE Exposure calculation model Pre-settlement Risk (PSR) & […]
4 mins read
The positive correlation stress test When it comes to stress […]
8 mins read
Vanilla options TARF and participating forwards. A case study. There […]
