All Risk ManagementPosts

  1. Fintech. Financial Innovation. Disruption. IBA.
  2. Kelly’s Criterion, Founders, Startups and Bet size
  3. DNFBPs – Designated Non-Financial Businesses & Professions
  4. FATF Grey List Pakistan – Case Study
  5. Setting risk limits that work
  6. Calculating PFE for IRS using HJM
  7. Getting started with IFRS 9 implementation
  8. Signals in the data. Oil prices, tea leaves and crude price direction.
  9. Goldman Sachs and the 1MDB Scandal
  10. Pakistan banks put hold on 2Checkout export wire transfers ?
  11. Pre-settlement Risk & PFE -Forward & TARF
  12. TARF PSR PFE calculation model
  13. Stress testing correlation – The positive correlation stress test
  14. Hedge effectiveness of vanilla options, TARF & participating forwards
  15. Anti-Money Laundering Programmes – Systems
  16. Anti-Money Laundering Programmes – Regulations
  17. Portfolio Management and Optimization – Sample Exam
  18. Collateral Recognition and Counterparty Credit Risk
  19. Hello stranger! Say Hi to our new support chatbot.
  20. Index matching portfolio optimization with Solver
  21. The Brexit reference for dummies
  22. Doha oil output freeze talks. 7 questions for oil trading playbook
  23. Copulas in Excel. Theoretical foundations.
  24. RCSA Case study
  25. China Crisis. Oil prices and China dragon roll.
  26. PFE calculation for a simple IRS
  27. Building Copulas in Excel
  28. Ebola market impact
  29. BCBS 239. The new BIS risk data aggregation, risk reporting standard
  30. Bitcoin bubbles – dissecting pre and post bubble datasets
  31. Economic Capital for banking industry
  32. Calculating Economic Capital – Using Leverage ratio
  33. NII in banking vs Economic Value
  34. Operational Risk Management under the Basel accord
  35. ALM’s Purpose and Uses
  36. Yield Curve History – US Treasuries
  37. Understanding Option Greeks – Introducing Gamma
  38. Understanding Alpha or Gamma Rent
  39. Implied volatility and hedge P&L. Mapping P&L distributions
  40. Sign up to review a new book on Option Greeks.
  41. What makes a book? The Preface to Option Greeks Primer
  42. Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
  43. Shadow Gamma Calculation
  44. Five steps to hedging Vega and Gamma exposure in EXCEL
  45. Hedging Vega and Gamma exposure. Lesson Five
  46. Hedging higher order Greeks – Hedging a book of short call options
  47. Hedging higher order Greeks – Solver Solution review
  48. Option Greeks – Building the Excel Solver model for hedging Greeks
  49. Option Greeks. Using Solver to hedge Vega Gamma exposure
  50. Four market risk case studies for your weekend read.
  51. Forward Implied Volatility in EXCEL
  52. Implied and Local Volatility Surfaces in Excel – Final steps
  53. Creating the volatility surface dataset using implied volatilities
  54. The difference between implied and local volatility – volatility surfaces
  55. Volatility surface, deep out of the money options and lottery tickets
  56. Building implied and local volatility surfaces in Excel tutorial – coming soon
  57. A rose by any name…
  58. Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
  59. China Aviation Oil (Singapore) Corporation Limited’s Jet Fuel Scandal (2005) – Casestudy
  60. London Whale – Casestudy and Timeline
  61. Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy
  62. SP Jain EMBA Entrepreneurship Course – Dubai 2014
  63. Models at Work – The new risk text book. Now out in stores
  64. The Market Risk reading list for new hires.
  65. Buy Models at Work now at 50% off before 31st December 2013.
  66. Models at Work – now available for sale on
  67. Is the world more volatile today? Measuring and trading volatility across markets.
  68. Risk Training Courses – Celebrating 1 million page views
  69. Models at Work – The new text book on risk assessment & management
  70. Risk Assessment – From risk exposure to impact.
  71. The new textbook on risk
  72. Risk management. Risk systems for Central Banks.
  73. Risk jobs – Credit vs. Treasury vs. Market Risk roles
  74. Value at Risk for Swaps – Interest Rate & Cross Currency Swaps VaR
  75. Risk training’s new interface for 2013
  76. Trading tips. Setting Stop Loss Limits
  77. Duration and Convexity for US Treasuries
  78. Risk Models, Option pricing & Bank Regulation training – 2013 guide
  79. ALM Modeling – Assumptions, Conventions & Hacks
  80. A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
  81. The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
  82. Sea Shells – Another day at the beach
  83. We are hiring senior developers. Redefine challenge in your dictionary
  84. The Risk and Finance Rock Star campaigns…
  85. Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
  86. Financial Risk Management MBA Workshop – Fuel Hedging Case – The Case for and against Jet Fuel Hedging
  87. MonteCarlo Simulation: A introduction to simulating N(d1) and N(d2) in EXCEL
  88. Technology Head of Operations role: US Based client, offshore team
  89. Who can answer my risk policy, model and frameworks questions?
  90. Gold Price Forecasts: Extending our simple gold price models.
  91. LCF Site update: We are back in business
  92. Five River does Pakistan – Our independence day gift from Lahore, pepperpk, Amir Hussain and Hasan Rizvi
  93. Entrepreneurship: Redux
  94. Ashoka: Everyone is a change maker
  95. Business Analyst, Risk Quant Analyst and Team Lead roles for a US based client
  96. Java Resources and Team Leads required- SQL, Cloud experience
  97. Java Team Lead: SQL, Cloud Experience required: Financial Services Application Development
  98. Java Developers: Financial Services Application Development: SQL, Cloud experience required
  99. Startup School – Entrepreneurship training crash course
  100. Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
  101. Grading Entrepreneurial Jedi – May the force be with you…
  102. How to calculate Economic value of Equity or market value of Equity at risk
  103. Market Risk Metrics – Sharpe and Treynor Ratios
  104. Market Risk Metrics – Introduction
  105. Quant & finance jobs: ETL Analyst, Loan Data Modeling
  106. Quant & Finance Programming jobs – Senior and Junior Java Software Engineers
  107. Quant Jobs: Statistical Analyst, Loan Data Modeling.
  108. Enchantment – Persuasion, selling and making a difference for startups by Guy Kawasaki
  109. Finance Training Courses: From Inception (Text) to version 3.0 (Finance training videos):
  110. Risk Training Videos – Audience Profile
  111. Emerging and Frontier Market Bonds – Attractive Yields on Euro Dollar Bonds
  112. The Quant Crash Course: Finance Training Course introduces the Quant Crash Course online video training series
  113. Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
  114. Startup and Reboot Chat – PMI Karachi Chapter Event – 1st Feb 2011
  115. Book review: The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin and Reward
  116. Finance Training Courses – Exotics Financial Topics, Exotic Tropical Locations
  117. Actuarial Mathematics – Development of Commutation Functions
  118. Finance Careers: A tale of two startups
  119. Career choices: From banking and consulting to Startup land in southern California
  120. Career Choices: From Columbia to Goldman and back – Switching from consulting to investment banking …
  121. Career Guidance: The choices I have made – my early professional consulting career
  122. Finance Training Course: WACC, Beta, Cost of Capital posts review
  123. December Traffic update: It is down with a capital D…
  124. 20,000 page views, Eight thousand visitors and 200 dollars in revenues – Corporate Finance Blog, November update
  125. Introducing the ICAAP (Internal Capital Adequacy Assessment Process) excel template
  126. Editor Profile – Jawwad Farid
  127. Business Plan Cheat Sheet – Two business plans up for a half baked sale
  128. Small Business Credit Training: Resource guide
  129. Management Case Studies – Resources & Guides
  130. Business School Admissions: Masters Program Applicant Resource
  131. Setting up Treasury Limits: Working with Stop Loss Limits
  132. Setting Treasury Risk Limits: Defining Risk Appetite, control limits and limit breaches
  133. is now live
  134. Learning Corporate Finance gets a new home
  135. Learning Corporate Finance – APICTA and Manthan Awards nominations
  136. Feedback is a gift: Help us win at APICTA, the Delhi Manthan Awards and more
  137. Online MBA Resources: Writing content for online finance courses
  138. Online MBA Reference: Corporate Finance Courses gets a make over
  139. Online Finance courses – Top finance courses at the Finance e-education portal
  140. Learning Corporate Finance – Now a Technorati Top 100 Finance blog
  141. ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis