Risk

Risk management, risk assessment, risk exposure and risk models.

Kelly’s Criterion, Founders, Startups and Bet size

10 mins read time What could Kelly's criterion teach us about founders, startups and the size of your next bet?

October 29, 2019

DNFBPs – Designated Non-Financial Businesses & Professions

4 mins read time What is a DNFBP? Designated Non Financial Business and Professions, the weakest link in the FATF…

October 24, 2019

FATF Grey List Pakistan – Case Study

14 mins read time Pakistan was placed on the FATF Grey List in June 2018. How quickly can it get…

October 21, 2019

Setting risk limits that work

17 mins read time As traders we spend a great deal of time trying to make sense of risk limits.…

September 25, 2019

Calculating PFE for IRS using HJM

This post provides a step-by-step walkthrough for calculating PFE for IRS using HJM. Potential future credit exposure (PFE) measures counterparty…

September 24, 2019

Getting started with IFRS 9 implementation

6 mins read time What tools do you need to get started with your IFRS 9 implementation?

August 21, 2019