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Category: Actuarial Concepts
- Rationality is overrated. The short and sweet edition.
- Impact of taxes and fees on retirement savings and spending
- IBNR – The Calculation Process Checklist
- On rational thinking. Rationality is overrated.
- Non traditional actuarial careers
- Confessions from a hotel room at the stroke of midnight.
- Actuaries are boring – My life as an actuary
- SOA 3F/MFE – Modelling Financial Economics Exam Guide
- Nate Silver on Forecasting, Simulations, Probabilities & Improbable.
- Deriving Factors for Table H, Table S and Table R(2) of the IRS Actuarial Tables used in the US
- 475 North Martingale Road, Schaumburg, IL
- Chicago – Society of Actuaries, CAS, PRMIA Enterprise Risk Symposium
- Actuarial Valuation of Life Insurance Liabilities – Data Requirements
- Risk Management Training – The quest for 25 answers to 25 questions. A risk student speaks.
- SOA Exam MFE/3F free course materials and paid for online video courses for MFE exam 2011
- Solvency II: Capital Requirements
- Gratuity Valuation: IAS 19 Disclosures: Simple Example Continued
- IAS 19 Disclosures Example: Gratuity Cost and disclosure of Actuarial Assumptions
- IAS 19 Disclosures Example: Reconciliation to Assets and Liabilities recognized on the balance sheet
- IAS 19 Disclosures Example: Reconciliation of Present Value of Defined Benefit Obligation and Fair Value of Assets
- Gratuity Valuation – A Simple Example Continued – Sensitivity Analysis
- Gratuity and Pension Actuarial Valuation Process Flow
- Actuarial valuation of benefits liability – A simple example
- The actuarial profession. Questions I get asked as an actuary
Category: Asset Liability Management
- EXCEL Duration Calculation between Coupon Payments
- FAS 157 Fair value liabilities disclosure
- FAS 157 Term B syndicated loan fair value disclosure
- Fair value disclosure FAS 157 Revolving credit facilities
- CIR Model – Appropriate Time Step
- ILAAP ALM LCR Reports Template Validator
- Liquidity Gap Implementation Challenges
- ALM Training for Board & ALCO Members
- Asset Liability Mismatch
- NII in banking vs Economic Value
- Asset Liability Management Training Guide. 3rd Edition.
- ALM’s Purpose and Uses
- ALM Strategies – Scenarios & Responses
- Yield Curve History – US Treasuries
- Calculate value at risk for Bonds
- BDT Interest Rate Model – Limitations and Solutions in EXCEL
- Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
- Chicago – Society of Actuaries, CAS, PRMIA Enterprise Risk Symposium
- Duration and Convexity for US Treasuries
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- ALM Modeling – Assumptions, Conventions & Hacks
- 16 free Risk Treasury Option pricing lessons
- Bootstrap Forward Curve – Exam Solution
- Model Fixed Income Portfolio – Case Study
- Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
- Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- FourQuants does iPad Risk books on ALM, Risk, VaR and Treasury Management
- Asset Liability Management Case Study
- CIR Interest Rate Model
- Addendum: How to conduct a Principal Component Analysis in EXCEL
- BASEL III Updates – November 2014
- ALM Glossary of Terms
- Building Maturity Liquidity profiles for Deposits and Advances book for ALCO (ALM), ICAAP IAS 30 reporting
- Earnings at Risk – Asset Liability Management reporting
- How to calculate Economic value of Equity or market value of Equity at risk
- Liquidity Risk Management Case Study: American International Group (AIG): Timeline
- Liquidity Risk Management Case Study: American International Group (AIG)
- Lehman Brothers Liquidity Run
- Liquidity Risk Management Case Study: Lehman Brothers
- Liquidity Risk Training online video course – Episode one
- Liquidity Risk Management – Framework for Capital estimation
- Bear Stearns Liquidity Run
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- Cost to Close Report – Liquidity Risk
- Liquidity Risk – Cost to Close Liquidity Gap
- The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
- Bond Convexity and Sensitivity for Fixed Income securities
- Duration Convexity Calculation Example: Working with Effective Duration
- Macaulay Duration – EXCEL Calculation
- Interest Rate Risk: Convexity
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Bonds
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Derivation of Short Rates
- Building BDT model in EXCEL – Define & Set Solver Function & Results
- Building BDT model in EXCEL – Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
- Building BDT model in EXCEL – Define Calculation Cells: Calculate Prices from Lattice
- Building BDT model in EXCEL – Define Calculation Cells: Construct State Price Lattices
- Building BDT model in EXCEL – Define Calculation Cells: Construct short rate binomial tree
- Interest Rate Models – An introduction
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model – Simulating the term structure of interest rates
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Building BDT model in EXCEL – Define Output Cells
- Building BDT model in EXCEL – Define Input Cells
- Black Derman Toy model EXCEL implementation
- Interest Rate Risk: Duration, Macaulay Duration and Modified Duration
- Asset Liability Management Tools
- Introduction to Asset Liability Management
- ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Duration Convexity Asset Liability Management
- Convexity approximation – Interest Rate Risk
- Category: Interest Rate Modelling
  - FAS 157 Fair value liabilities disclosure
  - FAS 157 Term B syndicated loan fair value disclosure
  - Fair value disclosure FAS 157 Revolving credit facilities
  - CIR Model – Appropriate Time Step
  - BDT Interest Rate Model – Limitations and Solutions in EXCEL
  - Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
  - Bootstrap Forward Curve – Exam Solution
  - CIR Interest Rate Model
  - Addendum: How to conduct a Principal Component Analysis in EXCEL
  - The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
  - Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
  - Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Bonds
  - Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Derivation of Short Rates
  - Building BDT model in EXCEL – Define & Set Solver Function & Results
  - Building BDT model in EXCEL – Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
  - Building BDT model in EXCEL – Define Calculation Cells: Calculate Prices from Lattice
  - Building BDT model in EXCEL – Define Calculation Cells: Construct State Price Lattices
  - Building BDT model in EXCEL – Define Calculation Cells: Construct short rate binomial tree
  - Interest Rate Models – An introduction
  - How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
  - How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
  - How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
  - How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
  - How to conduct a Principal Component Analysis in EXCEL – Data
  - Principal Component Analysis – Overview
  - Building an HJM Model in EXCEL – Determine Prices
  - Corporate Finance Training Course Guide Road Map
  - Building an HJM Model in EXCEL – Define calculation cells
  - Building an HJM Model in EXCEL – Define input cells
  - CIR Model – Simulating the term structure of interest rates
  - CIR Model Parameter Estimation
  - Interest Rate Forecasting using CIR Model – Introduction
  - Building BDT model in EXCEL – Define Output Cells
  - Building BDT model in EXCEL – Define Input Cells
  - Black Derman Toy model EXCEL implementation
Category: Athletics and Track
- Amal storms into European Junior Open G-U15 final.
- The old man and the hill
- From a wheel chair to a half marathon. A guide for 48 year old dads
- Circles of light
- Slower than the Flash. Bigger than a duck.
- Four minutes
- The evil deed is done.
- 50 seconds before 50
- A year’s worth of shoes.
- Abdul Mueed Baloch. Sprinter. Rock Star.
- Producing great marketing videos. A short case study
- Peshawar Junior Athletics Championship – 25 – 27 May 2015
- The fastest 11 years old in Karachi.
- Sindh Track and Field Club
- Karachi Sunsets
- Turning boys into men
- Running with men and giants.
Category: AWS
- The AWS guide that will make you switch to Reserved EC2 Instances
- How to install an SSL Certificate on Ubuntu
- Estimating WordPress traffic on AWS servers.
- The fastest landing page in the West. In search of.
- Hosting Lessons for Startups – Five things that you shouldn’t do
Category: Business School
- Remembering John Whitney
- Experiential learning and Finance
- Thirteen takeaways for graduation – Faisal Khan.
- Console Wars by Black J Harris. A book review
- The Sentient Machine – A treatise on the debate around AI.
- Non traditional actuarial careers
- Better Excel Charts. Add clarity and impact to your presentation
- Credit Memo. Tips for credit committee presentations
- Maths or Computer Science? Running into the Wall
- Actuaries are boring – My life as an actuary
- Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
- KSBL – The brilliant business school campus in Karachi
- How to download Reboot for iPad without an iBook store in your country?
- Google for Entrepreneurs Week – Slidedeck
- Risk books. Help us find the right name for the new book on risk.
- The new textbook on risk
- Yahoo-Tumblr Math?
- Nate Silver on Forecasting, Simulations, Probabilities & Improbable.
- Everything you wanted to ask about startup failure but were afraid to ask.
- From startup failure to pitching like a pro. Reboot for iPad, ibook edition is live.
- Pitching for your startup? Reboot for iPad is here
- Shot by Zaka Shafiq at Columbia Business School
- Columbia Business School & OPEN DC – Heart to heart on Startup Failure
- Data Analysis Excel. Five tools in 20 minutes
- Risk training’s new interface for 2013
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Monte Carlo Simulation Model – How To – Initial Ground Work
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Sales & Trading interview guide – quantitative topics
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Model Fixed Income Portfolio – Case Study
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- Ralph E. Biggadike, We miss you.
- Treasury Department.
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Finance Funnies – Welcome to August 2012
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Asset Liability Management Case Study
- Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
- Calculating Value at Risk – Now available on the iPad
- The LIBOR Crisis Barclays Bank.
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- Finance Training Courses over the ages – The evolution of a financial e-learning solution
- Hosting Lessons for Startups – Five things that you shouldn’t do
- Setting Limits for Treasury Risk : Available online risk limits training courses
- The lighter side of Finance – Beware of the June selection
- Finance Funnies – May and Finance
- Startup Launch Check List – Eleven steps to get started with your startup
- What do you do when you startup – 3 case studies – one milestone at a time
- Crude Oil Price outlook – Media review
- Finance Funnies: The best of the lighter side in Finance
- What is risk: A review of basic concepts for beginners
- Customer Persona of a MBA Student: What does a typical business school student looks like?
- The search for sticky content – Our audience votes up the content at FourQuants.com.
- Treasury Training Cheat Sheet – Ten lessons
- Treasury Products and Operations – 2nd edition – The new and revised study guide for treasury and non-treasury professionals
- Finance Training Courses: Where do our customers come from and what do they look like?
- Finance Training Courses and FourQuants get covered by CIO, Frequency, IDG and Tribune.
- The iPad application that is trying to teach computational finance to the world.
- ALM Glossary of Terms
- The Death of Yahoo
- Startup School: It's that time of the year again. Lets launch a business in January
- Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
- Startup Guide: I hate product launches or the 40 days that led to last night
- Startup Guide: Code Launch: The 10 step guide to bombing your product launch
- Introducing FourQuants.com – The soft launch
- Building Financial Models – Introduction
- Top Ten Finance Concepts
- Treasury Training – E-learning course: Introduction to Treasury selling and the TMU function
- Asia Pacific ICT Awards – Meet the candidates that rocked Pattaya.
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- [email protected] Social Innovation Fund: Can you change the world with US$10,000
- Winning Business Plan competitions. The reasons why you didn’t win
- More sample pitches: Toffeetv.com makes it case
- The Pitching for Startup Course – A guide to presenting winning pitches for your business plans
- Forecasting Oil prices. Commodity Prices and Trailing Correlations
- Gold price forecast. Using relative value as a trading signal.
- Business Plan Pitches: SP Jain EMBA Students take a shot at pitching their dreams
- US Credit Rating Downgrade: Commodities price impact: Using gold to price oil
- US Credit Rating Downgrade: Impact on financial and commodities markets
- US Credit Rating downgraded: Impact on commodities trading – outlook for the next week
- Start up School: Customers personas and profiles or building the foundation for your pitch
- Startup School: Building your roadmap to credibility and business model
- Startup School: Understanding Customers, Painting your Mona Lisa or who is the hero in your movie?
- Startup School: My EMBA Entrepreneurship students take a shot at pitching their dreams
- Startup School: Starting up Crash Course: The PASHA Social Innovation Fund Interviews Video Series
- Education Technology: Graphic Tablet and Interactive Whiteboards – a non-iPad, non-iMac, non-tablet PC based quest inspired by the Khan Academy.
- Startup School – Core Milestones
- Startup School – Balance Faith
- Startup School – Balancing Faith
- Startup School – The blue screen of death
- Startup School – Startup roulette: A framework for failure
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies: Lessons learned
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies
- Startup School – The paradox of large customers
- Startup School – Why diversification is a four-letter word: Lessons learned
- Startup School – Why diversification is a four-letter word
- Startup School – Opportunity cost of perfection
- Startup School – Evolutionary product development and “solving the wrong problem”, problem: Lessons learned
- Startup School – Evolutionary product development and “solving the wrong problem”, problem
- Startup School – Technology as a competitive advantage: Lessons learned
- Startup School – Technology as a competitive advantage
- Startup School – Business development: Lessons learned
- Startup School – Business development
- Startup School – The funding mindset – capital and partners: Lessons learned
- Startup School – The funding mindset – capital and partners
- Teaching Entrepreneurship online
- The PASHA – CIPE – Entrepreneurial Younglings Round Table
- Entrepreneurial business plan competitions – Be Boring.
- Microsoft Catalyst Program: Entrepreneurial training for students and graduates
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Book Review: The End of Wall Street – Roger Lowenstein
- Finance Careers: A quick look at Insurance career roles
- Finance Careers: A quick look at Investment banking career roles.
- Case studies resources & guides
- Career choices that I made – early professional consulting career – lessons learnt
- B School recruitment: Cover letters for cold calls, interviews and resumes
- Business School Applications: The Four core components of your b school application
- B School recruitment: Writing cover letters that work – a cold call
- Online education: The Learning Corporate Finance online course advantage
- B School recruitment: Writing cover letters that work for your resume– part ii
- B School Recruitment: Writing cover letters for resumes that work
- B School Application- Cracking the GMAT 700 score
- B School Applications-Who should write your B School recommendations?
- B School – B School Application Essays – Tips for a great B School application essay
- B-school: Applying to B-schools – timelines for a B-school application
- Building a valuation model for an online education business
- Online Education – The battle for online MBA – Strategy and Tactics
- Business School Admissions: Answers for the road to your top ten MBA application
- Columbia MBA. 15 months at Columbia Business School
- MBA Guides: Corporate Finance Training – Advertising strategy for an e-education portal
- Finance Online: Financial services integration – banking and insurance – Fortune or Fiasco?
- MBA Guides: My MBA Finance course work at Columbia Business School
- MBA Guides: Business School first year: Professor David Biem on investment banking, business school, ethics and academia
- Online Corporate Finance: The story behind the resource, the free finance courses and solved cases.
- MBA Guides: Business school first year, first term: Drama in Real Life
- MBA Guides: Business School first year, first term: Case Hell
- MBA Guides: Business school first year, first term: Dear Mom and Dad or the MBA contract market
- MBA Guides: Business school first year, first term: The fine art of case analysis
- MBA Guides: Business school first year, first term: The mid life crisis at 28
- Light reading for a break from Finance: Cryptonomicon and Prayers for an Assassin: Neal Stephenson and Robert Ferrigno
- Online Finance – Finance textbooks – Corporate Finance and Investment banking reading list
- Finance, Computational Finance, Bed side reading: Bruce Tuckman and Fixed Income Securities
- Finance – I-Banking Summer Internships – Prep Reading Guide
- Teaching Ethics to business school students
- Ratio Analysis Example – Office Depot: Financial Condition Review
- Case Study – Electronic Arts
- Category: Interview Guides & Jobs
  - Thirteen takeaways for graduation – Faisal Khan.
  - Non traditional actuarial careers
  - Maths or Computer Science? Running into the Wall
  - Actuaries are boring – My life as an actuary
  - The Option Pricing models 5 nights crash course
  - Sales & Trading interview guide – quantitative topics
  - Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
  - Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
  - Finance Careers: A quick look at Insurance career roles
  - Finance Careers: A quick look at Investment banking career roles.
- Category: Recommended Reading
  - Experiential learning and Finance
  - Credit Memo. Tips for credit committee presentations
  - Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
  - The LIBOR Crisis Barclays Bank.
  - Finance Training Courses over the ages – The evolution of a financial e-learning solution
  - Hosting Lessons for Startups – Five things that you shouldn’t do
  - The Pitching for Startup Course – A guide to presenting winning pitches for your business plans
  - Forecasting Oil prices. Commodity Prices and Trailing Correlations
  - US Credit Rating Downgrade: Impact on financial and commodities markets
  - Building a valuation model for an online education business
  - Online Education – The battle for online MBA – Strategy and Tactics
  - MBA Guides: Corporate Finance Training – Advertising strategy for an e-education portal
  - Finance Online: Financial services integration – banking and insurance – Fortune or Fiasco?
  - MBA Guides: Business School first year: Professor David Biem on investment banking, business school, ethics and academia
  - MBA Guides: Business school first year, first term: Drama in Real Life
  - MBA Guides: Business School first year, first term: Case Hell
  - MBA Guides: Business school first year, first term: Dear Mom and Dad or the MBA contract market
  - MBA Guides: Business school first year, first term: The fine art of case analysis
  - MBA Guides: Business school first year, first term: The mid life crisis at 28
  - Light reading for a break from Finance: Cryptonomicon and Prayers for an Assassin: Neal Stephenson and Robert Ferrigno
  - Online Finance – Finance textbooks – Corporate Finance and Investment banking reading list
  - Finance, Computational Finance, Bed side reading: Bruce Tuckman and Fixed Income Securities
  - Finance – I-Banking Summer Internships – Prep Reading Guide
Category: Capital Adequacy
- Collateral Recognition and Counterparty Credit Risk
- Capital Adequacy – Credit Risk Weights for Internal Ratings Based & Advanced Measurement Approaches
- Revisions to Capital Adequacy Regulations in the US
- CCAR (Comprehensive Capital Analysis and Review) & Basel III – Overview
- The Brexit reference for dummies
- Reverse stress testing – Simplified guide
- ICAAP and ILAAP guidelines for European Banks
- The evolution of Bank Stress Test.
- Calculating Economic Capital – Using Leverage ratio
- Asset Liability Management Training Guide. 3rd Edition.
- Yield Curve History – US Treasuries
- The new textbook on risk
- ALM Modeling – Assumptions, Conventions & Hacks
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation how to – Linking financial model to the simulation
- Liquidity Stress Testing a fixed income securities portfolio
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
- BASEL III Updates – November 2014
- Building Maturity Liquidity profiles for Deposits and Advances book for ALCO (ALM), ICAAP IAS 30 reporting
- Understanding Stress Testing: A guide to stress testing for board members
- Market Risk Metrics – Volatility Trend Analysis
- Market Risk Metrics – Put Premium
- Market Risk Metrics – Sharpe and Treynor Ratios
- Jensen’s Alpha – Market Risk Metric
- Market Risk Metrics – Holding Period Return
- Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
- Liquidity Risk Monitoring
- Net Stable Funding Ratio
- Liquidity Coverage Ratio – The Denominator
- Liquidity Coverage Ratio – The Numerator
- Supervisory Approach to Liquidity Ratio Standards
- Setting Risk Limits: Worst Case Loss versus Most likely loss
- ICAAP: Aggregating Risk: Copulas
- Liquidity Risk Training online video course – Episode one
- ICAAP: Internal Capital Adequacy Assessment: Strategic and Liquidity Risk: The missing links
- Liquidity Risk Management – Framework for Capital estimation
- Bear Stearns Liquidity Run
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- ICAAP Strategic Risk – Estimating ICAAP Capital reserve for Strategic Risk
- Basel III: Enhancements to Basel II: System-wide changes & Increased Stress Testing
- The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
- ICAAP: Stress Test: Liquidity Risk
- ICAAP: Stress Test: Market Risk
- ICAAP: Credit Risk: Stress Test: Profitability Analysis Stress Test
- ICAAP: Credit Risk: Stress Test: Transition Matrix Stress Test
- ICAAP: Credit Risk: Stress Test: Profitability Analysis of a bank’s loan portfolio
- ICAAP: Credit Risk: Stress Test: How to Determine Expected Classification Rates
- ICAAP: Credit Risk: Stress Test: How to construct a Transition Matrix
- ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Fall in Forced Sale Value (FSV) of mortgaged collateral
- ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Increase & Shift in NPL
- ICAAP Submission: Credit Risk: Stress Test: Non – Performing Loan (NPL) Stress Test
- ICAAP Submissions: Probability of Default (PD) Calculation
- Internal Capital Adequacy Assessment Process (ICAAP): Prevention and Limitation of Model Risks
- Internal Capital Adequacy Assessment Process (ICAAP): Model Risks
- Internal Capital Adequacy Assessment Process (ICAAP): Modeling Building Process
- Internal Capital Adequacy and Assessment Process (ICAAP): Report – main elements
- ICAAP: Assessment Requirements: Approach, Nature , Comparative View to MCR and Review Process
- ICAAP: Process Requirements: Purpose, Pre-requisites, Board of Director Responsibilities and Documentation
- Internal Capital Adequacy Assessment Process – Basel II
- Internal Capital Adequacy Assessment Process: Basel II – Background
- Collateral Valuation: Credit Risk: Approaches for other assets
- Collateral Valuation: Credit Risk: Cost Approach for real estate
- Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
- Collateral Valuation – Sales Comparison Approach for real estate
- Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
- Collateral Valuation – General principles
- Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
- Collateral Valuation: Pledged assets and collateral law
- Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
- Collateral Valuation – Extent of collateral & Performance indicators
- Collateral Valuation: Credit Risk: Definition and Types
- ICAAP (Internal Adequacy Assessment Process) Reporting Excel Template now available for download
- ICAAP sample report format & table of contents
- Category: Basel II and III
  - CCAR (Comprehensive Capital Analysis and Review) & Basel III – Overview
  - Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
  - BASEL III Updates – November 2014
  - Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
  - Liquidity Risk Monitoring
  - Net Stable Funding Ratio
  - Liquidity Coverage Ratio – The Denominator
  - Liquidity Coverage Ratio – The Numerator
  - Supervisory Approach to Liquidity Ratio Standards
  - Setting Risk Limits: Worst Case Loss versus Most likely loss
  - ICAAP: Internal Capital Adequacy Assessment: Strategic and Liquidity Risk: The missing links
  - ICAAP: Stress Test: Liquidity Risk
  - ICAAP: Credit Risk: Stress Test: Profitability Analysis of a bank’s loan portfolio
  - ICAAP: Credit Risk: Stress Test: How to Determine Expected Classification Rates
  - ICAAP: Credit Risk: Stress Test: How to construct a Transition Matrix
  - Internal Capital Adequacy Assessment Process (ICAAP): Model Risks
  - Internal Capital Adequacy Assessment Process (ICAAP): Modeling Building Process
  - Internal Capital Adequacy and Assessment Process (ICAAP): Report – main elements
  - ICAAP: Assessment Requirements: Approach, Nature , Comparative View to MCR and Review Process
  - Internal Capital Adequacy Assessment Process – Basel II
  - Internal Capital Adequacy Assessment Process: Basel II – Background
- Category: ICAAP
  - ICAAP and ILAAP guidelines for European Banks
  - Asset Liability Management Training Guide. 3rd Edition.
  - Yield Curve History – US Treasuries
  - Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
  - Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
  - Building Maturity Liquidity profiles for Deposits and Advances book for ALCO (ALM), ICAAP IAS 30 reporting
  - Understanding Stress Testing: A guide to stress testing for board members
  - Market Risk Metrics – Volatility Trend Analysis
  - Market Risk Metrics – Put Premium
  - Market Risk Metrics – Sharpe and Treynor Ratios
  - Jensen’s Alpha – Market Risk Metric
  - Market Risk Metrics – Holding Period Return
  - Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
  - Net Stable Funding Ratio
  - Liquidity Coverage Ratio – The Denominator
  - Liquidity Coverage Ratio – The Numerator
  - Supervisory Approach to Liquidity Ratio Standards
  - Setting Risk Limits: Worst Case Loss versus Most likely loss
  - ICAAP: Aggregating Risk: Copulas
  - Liquidity Risk Training online video course – Episode one
  - ICAAP: Internal Capital Adequacy Assessment: Strategic and Liquidity Risk: The missing links
  - Liquidity Risk Management – Framework for Capital estimation
  - Bear Stearns Liquidity Run
  - Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
  - ICAAP Strategic Risk – Estimating ICAAP Capital reserve for Strategic Risk
  - ICAAP: Stress Test: Liquidity Risk
  - ICAAP: Credit Risk: Stress Test: Profitability Analysis of a bank’s loan portfolio
  - ICAAP: Credit Risk: Stress Test: How to Determine Expected Classification Rates
  - ICAAP: Credit Risk: Stress Test: How to construct a Transition Matrix
  - ICAAP Submissions: Probability of Default (PD) Calculation
  - Internal Capital Adequacy Assessment Process (ICAAP): Prevention and Limitation of Model Risks
  - Internal Capital Adequacy Assessment Process (ICAAP): Model Risks
  - Internal Capital Adequacy Assessment Process (ICAAP): Modeling Building Process
  - Internal Capital Adequacy and Assessment Process (ICAAP): Report – main elements
  - ICAAP: Assessment Requirements: Approach, Nature , Comparative View to MCR and Review Process
  - ICAAP: Process Requirements: Purpose, Pre-requisites, Board of Director Responsibilities and Documentation
  - Internal Capital Adequacy Assessment Process – Basel II
  - Internal Capital Adequacy Assessment Process: Basel II – Background
  - ICAAP (Internal Adequacy Assessment Process) Reporting Excel Template now available for download
  - ICAAP sample report format & table of contents
- Category: Stress Testing
  - The Brexit reference for dummies
  - Reverse stress testing – Simplified guide
  - The evolution of Bank Stress Test.
  - Calculating Economic Capital – Using Leverage ratio
  - Yield Curve History – US Treasuries
  - The new textbook on risk
  - ALM Modeling – Assumptions, Conventions & Hacks
  - Conditional Value at Risk (CVaR)
  - Monte Carlo Simulation how to – Linking financial model to the simulation
  - Liquidity Stress Testing a fixed income securities portfolio
  - Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
  - Understanding Stress Testing: A guide to stress testing for board members
  - Basel III: Enhancements to Basel II: System-wide changes & Increased Stress Testing
  - The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
  - ICAAP: Stress Test: Liquidity Risk
  - ICAAP: Stress Test: Market Risk
  - ICAAP: Credit Risk: Stress Test: Profitability Analysis Stress Test
  - ICAAP: Credit Risk: Stress Test: Transition Matrix Stress Test
  - ICAAP: Credit Risk: Stress Test: Profitability Analysis of a bank’s loan portfolio
  - ICAAP: Credit Risk: Stress Test: How to Determine Expected Classification Rates
  - ICAAP: Credit Risk: Stress Test: How to construct a Transition Matrix
  - ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Fall in Forced Sale Value (FSV) of mortgaged collateral
  - ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Increase & Shift in NPL
  - ICAAP Submission: Credit Risk: Stress Test: Non – Performing Loan (NPL) Stress Test
Category: Case Studies
- Estimate Total Addressable Market Size. A case study
- Pakistan retail trade sector size? A lazy data case study
- Value driven pricing models for products.
- A Private Equity Case Study. GEMS Education.
- Modeling Revenues – A simple case study.
- FATF Grey List Pakistan – Case Study
- HBL NYDFS AML Compliance 2017 Violation & Settlement – Case Study
- Calculating Real Effective Exchange Rates (REER). A case study.
- DIS vs AMZN vs NFLX?
- The Disney Marvel MCU profitability paradox?
- Excel convergence hacks for TARF pricing models
- TARF hedge effectiveness model
- Hedge effectiveness of vanilla options, TARF & participating forwards
- Understanding Synthetic CDO – The Goldman Mike Burry Big Short Trade.
- CMO CDO & CDS – Big Short Case Study
- Value investing lessons from the Big Short (film) – Part II
- The Big Short case study
- Higher moment Portfolio models. Skewness preference.
- Portfolio Management Alpha dominant strategies
- Bootstrapping the Zero Curve and Forward Rates
- Bank consolidation and M&A drivers.
- Valuation Multiples Intuition – In class assignment for bank valuation course.
- Bank Valuation case study. DIB acquisition of Tamweel
- Bank Valuation Course. Emirates Bank International and NBD merger case study
- Better Excel Charts. Add clarity and impact to your presentation
- Using Copulas to model spread between WTI and Brent.
- Credit Memo. Tips for credit committee presentations
- Khuda Buksh. A life insurance leadership case study
- RCSA Case study
- Iran oil economy. Has spring really come to Tehran?
- Saudi oil strategy. How low can they go?
- PFE calculation for a simple IRS
- Producing great marketing videos. A short case study
- Unexpected Loss (UL), Expected Loss & Economic Capital
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- Calculating economic capital – Using volatility
- Calculating Economic Capital – A Case Study
- Economic Capital Case Study – Introductions
- ALM Training for Board & ALCO Members
- NII in banking vs Economic Value
- Testing Facebook Fan page reach versus Google+ conversions
- Four market risk case studies for your weekend read.
- Forward Implied Volatility in EXCEL
- Euro bond issue by Pakistan 2014
- China Aviation Oil (Singapore) Corporation Limited’s Jet Fuel Scandal (2005) – Casestudy
- London Whale – Casestudy and Timeline
- Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy
- Why did Jeff Bezos buy The Washington Post?
- Risk Assessment – From risk exposure to impact.
- Everything you wanted to ask about startup failure but were afraid to ask.
- Pitching for your startup? Reboot for iPad is here
- Data Tables, Data Analysis & Excel
- Monte Carlo Simulation Model – How To – Initial Ground Work
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Value at Risk EXCEL Example
- Asset Liability Management Case Study
- Calculating Value at Risk – Now available on the iPad
- The LIBOR Crisis Barclays Bank.
- Jet (Aviation) Fuel Hedging Case – Shortfall using Monte Carlo – Financial Risk Management Course
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
- Asia Pacific ICT Awards – Meet the candidates that rocked Pattaya.
- More sample pitches: Toffeetv.com makes it case
- Jensen’s Alpha – Market Risk Metric
- Liquidity Risk Management – Framework for Capital estimation
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- Ratio Analysis Example – Office Depot: Financial Condition Review
- ODP & Staples Case Study: Comparative Ratio Analysis
- Ratio Analysis Master Case – Office Depot: Industry review and ratios
- Ratio Analysis Master Case – Office Depot: Ratios game plan
- Ratio Analysis Master Case – Office Depot: Overview
- Case Study – Electronic Arts
Category: Commodities
- Oil markets time machine. Past, present and future
- Signals in the data. Oil prices, tea leaves and crude price direction.
- Building a supply side model for crude oil
- Modeling demand for liquid fuels
- A model for crude oil prices
- Making sense of crude oil in 2019.
- Crude Oil Price Outlook Models – 9 years from 2009 to 2018
- Crude Oil Price Outlook 2018 – 2019
- LNG Natural Gas Market Update – 5th – 9th February 2018
- LNG Natural Gas Market Update – 22nd January – 2nd February 2018
- LNG Natural Gas Market Update – 22nd – 26th January 2018
- LNG Natural Gas Market Update – 15th – 19th January 2018
- LNG Natural Gas Market Update – 8th – 12th January 2018
- LNG Natural Gas Market Update – 25th December 2017 – 5th January 2018
- LNG Natural Gas Market Update – 18th – 22nd December 2017
- LNG Natural Gas Market Update – 11th – 15th December 2017
- LNG Natural Gas Market Update – 4th – 8th December 2017
- LNG Natural Gas Market Update – 27th November – 1st December 2017
- LNG Natural Gas Market Update – 20th – 24th November 2017
- LNG Natural Gas Market Update – 13th – 17th November 2017
- LNG Natural Gas Market Update – 6th – 10th November 2017
- LNG Natural Gas Market Update – 30th October – 3rd November 2017
- LNG Natural Gas Market Update – 23rd – 27th October 2017
- LNG Natural Gas Market Update – 16th – 20th October 2017
- LNG Natural Gas Market Update – 2nd – 6th October 2017
- LNG Natural Gas Market Update – 25th – 29th September 2017
- LNG Natural Gas Market Update – 18th – 22nd September 2017
- LNG Natural Gas Market Update – 11th – 15th September 2017
- LNG Natural Gas Market Update – 2nd – 8th September 2017
- LNG Natural Gas Market Update – 28th August – 1st September 2017
- LNG Natural Gas Market Update – 21st – 25th August 2017
- LNG Natural Gas Market Update – 14th – 18th August 2017
- LNG Natural Gas Market Update – 7th – 11th August 2017
- LNG Natural Gas Market Update – 31st July – 4th August 2017
- LNG Natural Gas Market Update – 24th – 28th July 2017
- Crude oil price outlook-2020-2030
- LNG Natural Gas Market Update – 15th – 21st July 2017
- LNG Natural Gas Market Update – 8th – 14th July 2017
- LNG Natural Gas Market Update – 1st – 7th July 2017
- LNG Natural Gas Market Update – 24th – 30th June 2017
- LNG Natural Gas Market Update – 19th – 23rd June 2017
- LNG Natural Gas Market Update – 12th – 16th June 2017
- LNG Natural Gas Market Update – 5th – 9th June 2017
- Qatar Crisis and LNG trade – Impact Analysis
- LNG Natural Gas Market Update – 29th May – 2nd June 2017
- LNG Natural Gas Market Update – 22nd – 26th May 2017
- LNG Natural Gas Market Update – 15th – 19th May 2017
- LNG Natural Gas Market Update – 8th – 12th May 2017
- LNG Natural Gas Market Update – April 2017
- Who will speak for the Kingdom?
- 5 Signals from Doha.
- US Rig count, rig productivity and crude oil production. Relationship or paradox?
- Doha oil output freeze talks. 7 questions for oil trading playbook
- Iran oil economy. Has spring really come to Tehran?
- Saudi oil strategy. How low can they go?
- Russian roulette. Oil prices and Russia
- China Crisis. Oil prices and China dragon roll.
- The knives are out in the Oil market.
- Gold forecast. Is Gold still over valued in 2014?
- Crude oil price forecasting models – 11 pictures in 11 minutes
- Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy
- Data Tables, Data Analysis & Excel
- Monte Carlo Simulation Model – How To – Initial Ground Work
- 16 free Risk Treasury Option pricing lessons
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- FRM Training: Risk Exposure Estimation. Transcript
- Value at Risk EXCEL Example
- Cross selling treasury products – Pitching commodity trading ideas to corporate clients
- Forecasting Oil prices. Commodity Prices and Trailing Correlations
- Relative Gold Price Model – Forecasting the price of gold
- Understanding Crude Oil. A model for dissecting crude oil
- Gold price forecast. Using relative value as a trading signal.
Category: Computational Finance
- Calculating Real Effective Exchange Rates (REER). A case study.
- Bootstrapping the Zero Curve and Forward Rates
- Using Copulas to model spread between WTI and Brent.
- Zen of building risk models. Balls or barrels?
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- Calculating economic capital – Using volatility
- Calculating Economic Capital – A Case Study
- NII in banking vs Economic Value
- Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
- Shadow Gamma Calculation
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Hedging higher order Greeks – Hedging a book of short call options
- Hedging higher order Greeks – Solver Solution review
- Option Greeks – Building the Excel Solver model for hedging Greeks
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- Data Tables, Data Analysis & Excel
- Data Analysis. Data Tables for sensitivity testing
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation how to – Linking financial model to the simulation
- Monte Carlo Simulation – How to reference
- Monte Carlo Simulation Model – How To – Initial Ground Work
- 16 free Risk Treasury Option pricing lessons
- Black Scholes Model – Derivation of N(d2)
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Value at Risk for Swaps
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- Credit Risk Models -Probability of Default
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Model Fixed Income Portfolio – Case Study
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- Value at Risk EXCEL Example
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- How to calculate the value of a forward contract in EXCEL
- How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates
- How to calculate Spot Rates, Forward Rates & YTM in EXCEL
- How to calculate the Forward Price of a Security in EXCEL
- Forecasting Oil prices. Commodity Prices and Trailing Correlations
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- Correlation – Relative Price Graphs
- Correlation – Trailing Correlations
- Correlation – Correlation coefficient, r
- Correlation – Scatter Plots
- Correlation Analysis – plotting data in EXCEL
- Correlation – Introduction
- Simulation tools. Variance reduction techniques for option pricing models
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Bonds
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Derivation of Short Rates
- Building BDT model in EXCEL – Define & Set Solver Function & Results
- Building BDT model in EXCEL – Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
- Building BDT model in EXCEL – Define Calculation Cells: Calculate Prices from Lattice
- Building BDT model in EXCEL – Define Calculation Cells: Construct State Price Lattices
- Building BDT model in EXCEL – Define Calculation Cells: Construct short rate binomial tree
- Interest Rate Models – An introduction
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model – Simulating the term structure of interest rates
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Setting Risk Limits-Counterparty, Pre-settlement Risk (PSR) and Trading Limits.
- Building BDT model in EXCEL – Define Output Cells
- Interest Rate Models: Calibrating CIR and HJM Interest Rate Models
- Mathematical Finance: Option Pricing using Monte Carlo Simulators in Excel
- Online Finance – FAS 157 – FSP FAS 157-4 – The FASB Position paper – Orderly vs. non-orderly transactions
- Online Finance: FAS 157 – The illiquid security valuation debate – the impact of distressed sales
- Online Finance: FAS 157 – A framework to measure fair value – Level One, Level Two and Level Three assets
- Online Finance: Fair Value – FAS 157 – valuation of illiquid securities
- Financial Reporting: FAS 157 Fair Value of financial securities and illiquid instruments
- Valuation Methods for Islamic Debt Instruments
- Computational Finance: Simulating Interest Rates using trees and Monte Carlo Simulation
- Computational Finance: Linking Monte Carlo Simulation, Binomial Trees and Black Scholes Equation
- Monte Carlo Simulations EXCEL
- Computational Finance: Monte Carlo (MC) Simulation method: Understanding drift, diffusion and volatility drag
- Extending MC simulation for currencies and commodities.
- Computational Finance: Building your first Monte Carlo (MC) simulator model for simulated equity prices in Excel
- Computational Finance: Monte-Carlo (MC) Simulation method– Building Equities, Commodities, Currencies and Interest Rate MC Simulators in Excel
- Computational Finance – US Treasury Curve Data – Principal Component Analysis (PCA) process, data and volatility function
- Option Adjusted Spread Calculation
- CIR Model Calibration
- Valuation of Mortgage Backed Securities-Modeling Prepayments-Defaults, Curtailments and Payoffs
- Valuation of Mortgage Backed Securities-Modeling prepayments-Refinancing
- Valuation of Mortgage Backed Securities–Modeling Prepayments-Housing Turnover
- Online Finance – Mortgage Backed Securities (MBS) – Valuation of Mortgage Backed Securities (MBS)
- Online Finance – Computational Finance Glossary – Tongue twisters from the financial modeling world
- Mortgage Backed Securities Valuation Model
- Mortgage Backed Securities (MBS) Glossary
Category: Data Analysis
- The Disney Marvel MCU profitability paradox?
- Doha oil output freeze talks. 7 questions for oil trading playbook
- BCBS 239. The new BIS risk data aggregation, risk reporting standard
Category: Derivatives
- Goldman Interview Q. What is the Third Moment?
- TARF PSR PFE calculation model
- Excel convergence hacks for TARF pricing models
- TARF Pricing model guide now live
- EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
- Target Redemption Forward (TARF) Pricing Models in Excel
- The case for participating forwards
- FX Currency Options – The USD JPY FX options convention
- TARF hedge effectiveness model
- Hedge effectiveness of vanilla options, TARF & participating forwards
- Dual Currency Deposits (DCD)
- CMO CDO & CDS – Big Short Case Study
- Bootstrapping the Zero Curve and Forward Rates
- Understanding Option Greeks – Introducing Gamma
- Understanding Alpha or Gamma Rent
- Option Volatility Greeks-Vega,Volga & Vanna
- Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
- Shadow Gamma Calculation
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Hedging higher order Greeks – Hedging a book of short call options
- Hedging higher order Greeks – Solver Solution review
- Option Greeks – Building the Excel Solver model for hedging Greeks
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- A rose by any name…
- iPad iBook teaches how to build financial simulators in Excel
- Risk books. Help us find the right name for the new book on risk.
- The new textbook on risk
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation – How to reference
- Monte Carlo simulation methods – Tweaking the distribution
- 16 free Risk Treasury Option pricing lessons
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Option Greeks – Theta time premiums for call options
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
- Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
- Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
- Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- OIS swap pricing valuation – OIS vs LIBOR
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- Treasury Department.
- The LIBOR Crisis Barclays Bank.
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- Pricing Ladder Options using a Monte Carlo Simulator
- How to calculate the value of a forward contract in EXCEL
- How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates
- How to calculate the Forward Price of a Security in EXCEL
- Derivatives Crash Course for Dummies: What is wrong with the payoff profile of the synthetic forward?
- Treasury Training – E-learning course: Introduction to Treasury selling and the TMU function
- Monte Carlo Simulation – Simulating returns by replacing the normal distribution with historical returns
- Simulation tools. Variance reduction techniques for option pricing models
- Difference between N(d1) and N(d2)
- Interest Rate Options: Pricing Caps and Floors
- Forwards and Swaps: Interest Rates Models: Bootstrapping the Zero curve and Implied Forward curve
- Options, Forwards, Futures: Pricing Interest Rate Swaps
- Options Pricing Training: Binomial Trees
- Options and Futures Training: Basic Options Trading Strategies
- Derivatives Training: Options Pricing and Products reference
- Options and Derivatives Training: Introduction to Derivatives
- Options pricing using Binomial trees – Building an efficient option pricing spreadsheet in EXCEL
- Options Pricing – Binomial Trees – Pricing Sudden death Options – Down and in call options
- Options pricing – Pricing Knockout exotic options – Sudden Death Options – Down and out call options
- Options pricing–Exotics Options–Pricing a Capped Call–Excel implementation – Binomial trees
- Pricing Put Options using Binomial Trees Spreadsheet method
- Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
- Options Pricing – Pricing Call Options – Option pricing spreadsheet – Binomial trees
- Options pricing – Using binomial trees to price options in a spreadsheet
- Derivative Pricing using Binomial Trees
- The Derivative Middle Office: Middle Office Derivatives Business Regulations
- Monte Carlo Simulations EXCEL
- Online Finance – Interest Rate Swaps – Terminology, concepts, glossary
- Credit Derivatives – core concepts and glossary
- Online Finance – Option Terminology Glossary – Greeks, exotics and volatility
- Forward price formula calculation reference
- Derivative Pricing, Risk Management Pricing Equation Glossary
- Derivative Pricing – Interest Rate Swaps and Futures – Calculation reference
- Black’s Formula: Pricing Interest Rate Caps and Floors – Calculation reference
- Derivative Pricing, Black Scholes Equation, Binomial Trees – Calculation reference
- Financial Engineering and Risk Reference – Pricing and valuation formula
- Online Finance – Interest Rate Options – Caps & Floors – Advance topics
- Interest Rate Cap Pricing & Valuing Floors
- Online Finance – Pricing a Cross Currency Swap – Amortizing and Indexed Term sheets
- Online Finance – Pricing a Cross Currency Swap – Floating for Floating structure
- Pricing Cross Currency Swaps
- Pricing Interest Rate Swaps – Pricing Basis Swap
- Pricing an Interest Rate Swap – Calculating the MTM of the Swap
- Pricing Interest Rate Swaps – Calculating the forward curve
- Bootstrapping bonds to derive the zero curve
- Pricing Interest Rate Swaps – Fixing the term structure
- Pricing Interest Rate Swaps – Process
- Pricing Interest Rate Swaps – What is a Swap?
- Pricing Interest Rate Swaps – More terminology
- Pricing Interest Rate Swaps – Terminology and Notation
- Trading options and derivatives – Strategy review
- Credit Derivatives – Introduction to product families
- Structured Products: Basic Products, sample term sheet and pricing
- Master Class: Derivative Products: Swaps
- Master Class: Derivative Products: Futures
- Derivative Products: Forwards
- Derivative products – Exotic Options
- Master Class: Derivative products: Options on rates
- Master Class: Derivative Products: Options on shares, stocks, currencies and equities
- Master Class: Derivative Products: Greeks and Binomial Trees
- Master Class: Derivative Products: Pricing Basics
- Master Class: Derivative Products: Vanilla products
- Master Class: Derivative Products: Review
- Master Class: Derivatives and Options Crash Course: Course Guide
- Master Class: Options and Derivatives Crash Course: Session Five: Synthetics
- Payoff profiles for options – Calls and Puts
- Payoff profile for Forwards
- Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options
- Master Class: Options and derivatives crash course: Session One: Terminology
- Category: Greeks
  - Understanding Option Greeks – Introducing Gamma
  - Understanding Alpha or Gamma Rent
  - Option Volatility Greeks-Vega,Volga & Vanna
  - Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
  - Shadow Gamma Calculation
  - Five steps to hedging Vega and Gamma exposure in EXCEL
  - Hedging Vega and Gamma exposure. Lesson Five
  - Hedging higher order Greeks – Hedging a book of short call options
  - Hedging higher order Greeks – Solver Solution review
  - Option Greeks – Building the Excel Solver model for hedging Greeks
  - Option Greeks. Using Solver to hedge Vega Gamma exposure
  - A rose by any name…
  - Risk Models, Option pricing & Bank Regulation training – 2013 guide
  - War on Option Greeks – The weekend option pricing risk challenge
  - Option Greeks – Theta time premiums for call options
  - Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
  - Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
  - Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
  - Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
  - Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Category: Interest Rate Swaps
  - Bootstrapping the Zero Curve and Forward Rates
  - Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
  - Value at Risk for Swaps
  - Price & MTM IRS – Exam Solution
  - Bootstrap Forward Curve – Exam Solution
  - Pricing Interest Rate Swaps – Exam
  - Forward price formula calculation reference
- Category: Monte Carlo Simulation
  - iPad iBook teaches how to build financial simulators in Excel
  - Risk books. Help us find the right name for the new book on risk.
  - The new textbook on risk
  - Risk Models, Option pricing & Bank Regulation training – 2013 guide
  - Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
  - Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
  - Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
  - Conditional Value at Risk (CVaR)
  - Monte Carlo Simulation – How to reference
  - Monte Carlo simulation methods – Tweaking the distribution
  - Pricing Ladder Options using a Monte Carlo Simulator
  - Monte Carlo Simulation – Simulating returns by replacing the normal distribution with historical returns
  - Simulation tools. Variance reduction techniques for option pricing models
  - Difference between N(d1) and N(d2)
- Category: Options Pricing
  - Goldman Interview Q. What is the Third Moment?
  - TARF PSR PFE calculation model
  - Hedging Vega and Gamma exposure. Lesson Five
  - Option Greeks. Using Solver to hedge Vega Gamma exposure
  - Implied and Local Volatility Surfaces in Excel – Final steps
  - Creating the volatility surface dataset using implied volatilities
  - The difference between implied and local volatility – volatility surfaces
  - Volatility surface, deep out of the money options and lottery tickets
  - Volatility surfaces, implied volatilities, smiles and skews
  - Building implied and local volatility surfaces in Excel tutorial – coming soon
  - Risk Models, Option pricing & Bank Regulation training – 2013 guide
  - Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
  - Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
  - Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
  - 16 free Risk Treasury Option pricing lessons
  - War on Option Greeks – The weekend option pricing risk challenge
  - The Option Pricing models 5 nights crash course
  - Option Greeks – Theta time premiums for call options
  - Price & MTM IRS – Exam Solution
  - Option Greeks – Delta, Gamma, Vega, Theta & Rho
  - Treasury Department.
  - Variance Reduction: Quasi Monte Carlo & Antithetic technique
  - Pricing Ladder Options using a Monte Carlo Simulator
  - How to calculate the value of a forward contract in EXCEL
  - How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates
  - How to calculate the Forward Price of a Security in EXCEL
  - Difference between N(d1) and N(d2)
  - Interest Rate Options: Pricing Caps and Floors
  - Options Pricing Training: Binomial Trees
  - Options pricing using Binomial trees – Building an efficient option pricing spreadsheet in EXCEL
  - Options Pricing – Binomial Trees – Pricing Sudden death Options – Down and in call options
  - Options pricing – Pricing Knockout exotic options – Sudden Death Options – Down and out call options
  - Options pricing–Exotics Options–Pricing a Capped Call–Excel implementation – Binomial trees
  - Pricing Put Options using Binomial Trees Spreadsheet method
  - Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
  - Options Pricing – Pricing Call Options – Option pricing spreadsheet – Binomial trees
  - Options pricing – Using binomial trees to price options in a spreadsheet
  - Monte Carlo Simulations EXCEL
  - Forward price formula calculation reference
Category: Economic Capital
- Setting risk limits that work
- Bank consolidation and M&A drivers.
- Valuation Multiples Intuition – In class assignment for bank valuation course.
- Bank Valuation case study. DIB acquisition of Tamweel
- Bank Valuation Course. Emirates Bank International and NBD merger case study
- Where do valuation multiples come from? The MSFT LNKD transaction?
- CIR Model – Appropriate Time Step
- Unexpected Loss (UL), Expected Loss & Economic Capital
- BCBS 239. The new BIS risk data aggregation, risk reporting standard
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- Calculating economic capital – Using volatility
- Calculating Economic Capital – A Case Study
- Economic Capital Modeling – The appeal of using accounting data
- Economic Capital Case Study – Introductions
- Using Economic Capital – An alternate model
- A new series on Economic Capital Models for Financial services
- ALM Training for Board & ALCO Members
- NII in banking vs Economic Value
- ALM’s Purpose and Uses
- Risk books. Help us find the right name for the new book on risk.
- Calculate value at risk for Bonds
- Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
- Enterprise Risk Management Symposium, Chicago – Takeaways
- Risk management. Risk systems for Central Banks.
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Why banking regulation really doesn’t work?
- Investment Banking interview guide to Barclays Libor scandal
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- CIR Interest Rate Model
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- Earnings at Risk – Asset Liability Management reporting
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Category: Bank Regulation & Valuation
  - Setting risk limits that work
  - Bank consolidation and M&A drivers.
  - Valuation Multiples Intuition – In class assignment for bank valuation course.
  - Bank Valuation case study. DIB acquisition of Tamweel
  - Bank Valuation Course. Emirates Bank International and NBD merger case study
  - Where do valuation multiples come from? The MSFT LNKD transaction?
  - CIR Model – Appropriate Time Step
  - BCBS 239. The new BIS risk data aggregation, risk reporting standard
  - Economic Capital for banking industry
  - Calculating Economic Capital – Using Leverage ratio
  - ALM Training for Board & ALCO Members
  - NII in banking vs Economic Value
  - ALM’s Purpose and Uses
  - Risk books. Help us find the right name for the new book on risk.
  - Calculate value at risk for Bonds
  - Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
  - Enterprise Risk Management Symposium, Chicago – Takeaways
  - Risk management. Risk systems for Central Banks.
  - Risk Models, Option pricing & Bank Regulation training – 2013 guide
  - A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
  - The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
  - Why banking regulation really doesn’t work?
  - Investment Banking interview guide to Barclays Libor scandal
  - Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
  - Risk Exposure: Target account and ALM. Wrapping up the Banc One case
  - CIR Interest Rate Model
  - Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
  - Earnings at Risk – Asset Liability Management reporting
  - Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
  - ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
Category: Editors Choice
- Rationality is overrated. The short and sweet edition.
- Seven finance lessons for founders
- Modeling Revenues – A simple case study.
- Kelly’s Criterion, Founders, Startups and Bet size
- Experiential learning and Finance
- DIS vs AMZN vs NFLX?
- The Disney Marvel MCU profitability paradox?
- Oil markets time machine. Past, present and future
- Signals in the data. Oil prices, tea leaves and crude price direction.
- Fintech in frontier markets
- Pakistan Technology Industry Survey 2018
- Thirteen takeaways for graduation – Faisal Khan.
- The difference between value and growth investing
- Impact of taxes and fees on retirement savings and spending
- Pakistan’s middle class estimation challenge
- Celebrating 7 years of teaching computational finance
- The Big Short case study
- Slower than the Flash. Bigger than a duck.
- On rational thinking. Rationality is overrated.
- EXCEL portfolio management. Building the worksheet.
- Non traditional actuarial careers
- 50 seconds before 50
- Where do valuation multiples come from? The MSFT LNKD transaction?
- Abdul Mueed Baloch. Sprinter. Rock Star.
- Who will speak for the Kingdom?
- Market volatility. Are markets more volatile today?
- Better Excel Charts. Add clarity and impact to your presentation
- The evolution of Bank Stress Test.
- Credit Memo. Tips for credit committee presentations
- Six years.
- Maths or Computer Science? Running into the Wall
- RCSA Case study
- Credit scoring. An alternate approach
- Iran oil economy. Has spring really come to Tehran?
- Zen of building risk models. Balls or barrels?
- Saudi oil strategy. How low can they go?
- Russian roulette. Oil prices and Russia
- China Crisis. Oil prices and China dragon roll.
- The knives are out in the Oil market.
- PFE calculation for a simple IRS
- Tehran. Not exactly Middle East
- Producing great marketing videos. A short case study
- KRI Loss Events. Estimating Operational risk capital. An example.
- RCSA – Risk Control Self Assessment
- Unexpected Loss (UL), Expected Loss & Economic Capital
- 7 million twitter impressions, 4 days. #PASHAICT14, a hashtag tracking case study.
- Confessions from a hotel room at the stroke of midnight.
- Turning boys into men
- Bitcoin bubbles – dissecting pre and post bubble datasets
- A short visual history of Bitcoin bubbles
- Estimating WordPress traffic on AWS servers.
- Economic Capital for banking industry
- ALM Strategies – Scenarios & Responses
- Yield Curve History – US Treasuries
- The startup scene in Karachi circa June 2014
- Implied volatility and hedge P&L. Mapping P&L distributions
- What makes a book? The Preface to Option Greeks Primer
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- Actuaries are boring – My life as an actuary
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- Gold forecast. Is Gold still over valued in 2014?
- Crude oil price forecasting models – 11 pictures in 11 minutes
- Ten things to do in Karachi when you are dead.
- Euro bond issue by Pakistan 2014
- Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
- China Aviation Oil (Singapore) Corporation Limited’s Jet Fuel Scandal (2005) – Casestudy
- London Whale – Casestudy and Timeline
- Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy
- Rants, Timelines and Roadmaps – Random musings on starting up
- The PASHA Startup Crash Course for entrepreneurial younglings.
- The Market Risk reading list for new hires.
- Is the world more volatile today? Measuring and trading volatility across markets.
- PASHA Asia Pacific ICT Awards – Pitching Startups Training Resource
- Why did Jeff Bezos buy The Washington Post?
- Getting Published. Our road to a publishing contract.
- Risk Assessment – From risk exposure to impact.
- Calculate value at risk for Bonds
- Yahoo-Tumblr Math?
- Calculating Value at Risk (VaR) with or without VCV matrix
- Nate Silver on Forecasting, Simulations, Probabilities & Improbable.
- Deriving Factors for Table H, Table S and Table R(2) of the IRS Actuarial Tables used in the US
- BDT Interest Rate Model – Limitations and Solutions in EXCEL
- Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
- Everything you wanted to ask about startup failure but were afraid to ask.
- Enterprise Risk Management Symposium, Chicago – Takeaways
- Data Analysis Excel. Five tools in 20 minutes
- Google Analytics April Fool Prank 2013 – Visitors from International Space Station!.
- Risk management. Risk systems for Central Banks.
- Risk jobs – Credit vs. Treasury vs. Market Risk roles
- Value at Risk for Interest Rate & Cross Currency Swaps – EXCEL worksheet overview
- Trading tips. Setting Stop Loss Limits
- 12 months, 700 orders & half a million page views later.
- Dan Ariely on the Upside of Irrationality
- Duration and Convexity for US Treasuries
- ALM Modeling – Assumptions, Conventions & Hacks
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation how to – Linking financial model to the simulation
- Monte Carlo Simulation – How to reference
- Monte Carlo simulation methods – Tweaking the distribution
- Black Scholes Model – Derivation of N(d2)
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- Liquidity Stress Testing a fixed income securities portfolio
- Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
- Keep a tab on the odds for the US Presidential election. Who is winning? A bet?
- Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Sales & Trading Interview Guide – The understanding Greeks resource
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- Treasury Risk Management – Advice for Middle Office applicants & candidates
- OIS swap pricing valuation – OIS vs LIBOR
- Treasury Compliance Training for Bank Treasury functions
- Treasury Risk Training. Limits. Capital Allocation. Risk.
- Why banking regulation really doesn’t work?
- Credit Risk Models -Probability of Default
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Advance Risk Management Models – Workshop & Training reference page
- Model Fixed Income Portfolio – Case Study
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Ralph E. Biggadike, We miss you.
- Investment Banking interview guide to Barclays Libor scandal
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Value at Risk EXCEL Example
- Asset Liability Management Case Study
- Jet (Aviation) Fuel Hedging Case – Shortfall using Monte Carlo – Financial Risk Management Course
- Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- CIR Interest Rate Model
- Financial Risk Management MBA Workshop – Fuel Hedging Case – The Case for and against Jet Fuel Hedging
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- Hosting Lessons for Startups – Five things that you shouldn’t do
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- Building Financial models for startups
- Pricing Ladder Options using a Monte Carlo Simulator
- Crude Oil Price outlook – Media review
- BASEL III Updates – November 2014
- Customer Persona of a MBA Student: What does a typical business school student looks like?
- Treasury Training Cheat Sheet – Ten lessons
- Finance Training Courses: Where do our customers come from and what do they look like?
- ALM Glossary of Terms
- The Death of Yahoo
- Building Maturity Liquidity profiles for Deposits and Advances book for ALCO (ALM), ICAAP IAS 30 reporting
- Startup Guide: I hate product launches or the 40 days that led to last night
- Startup Guide: Code Launch: The 10 step guide to bombing your product launch
- Value at Risk for Options & Futures
- Building Financial Models – Introduction
- Top Ten Finance Concepts
- Treasury training – Selling exotic options to corporate treasury customers
- Treasury E-Learning: Dissecting Treasury products with payoff diagrams
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- Winning Business Plan competitions. The reasons why you didn’t win
- [email protected] Complimentary Pitching Case Studies Course
- Eat People and Grumby: Andy Kessler hits it out of the Park – Twice
- Quote of the week: The Fear Index: Robert Harris
- Understanding Stress Testing: A guide to stress testing for board members
- Cross selling treasury products – Pitching commodity trading ideas to corporate clients
- Exchange Traded Funds (ETF): BIS paper on ETF market and systemic risks
- Monte Carlo Simulation – Simulating returns by replacing the normal distribution with historical returns
- Relative Gold Price Model – Forecasting the price of gold
- Understanding Crude Oil. A model for dissecting crude oil
- US Credit Rating Downgrade: Commodities price impact: Using gold to price oil
- US credit rating downgrade: The sky has fallen or has it really? – Day Three
- US Credit rating downgrade: DTCC, OCC and ICE say no change in treasury haircuts and collateral rules – Day Two.
- US Credit Rating Downgrade: Impact on financial and commodities markets
- US Credit Rating downgraded: Impact on commodities trading – outlook for the next week
- Start up School: Customers personas and profiles or building the foundation for your pitch
- Borders Liquidation – An obituary
- Startup School: Building your roadmap to credibility and business model
- Startup School: Understanding Customers, Painting your Mona Lisa or who is the hero in your movie?
- Frontier and Emerging Markets Enterprise Risk Management: A practical perspective
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- VaR Historical Simulation Approach – EXCEL
- Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
- Liquidity Risk Monitoring
- Net Stable Funding Ratio
- The Fed Guidelines on Capital Analysis: Comprehensive Capital Analysis and Review (CCAR)
- Difference between N(d1) and N(d2)
Category: Entrepreneurs
- Pakistan Technology Industry – Past, present, future
- Pakistan country profile – Technology sector
- Pakistan’s middle class estimation challenge
- The brand new APICTA documentary is here.
- Team Pakistan shines at APICTA 2016 in Taipei.
- The best gift
- These are a few of my favorite things. PASHA – The NestIO
- PASHA Tech Incubator. The Nest io. That morning in KL that started it all.
- PASHA ICT Awards 2014 – Highlights
- PASHA ICT Awards Conference 2014
- Talent Management – PASHA ICT Awards Conference – 2014.
- APICTA 2012 Brunei – The participants – Team Pakistan
- Asia Pacific ICT Awards – APICTA 2012 – Judges Profile
- APICTA 2012 Brunei: Team Pakistan picks up four silvers at the Empire, Brunei Darussalam.
- Asia Pacific ICT Awards 2012 (APICTA 2012) – Brunei – Judging Day One – Photo blog
- APICTA (Asia Pacific ICT Awards) 2012 – Brunei – Photo Blog – Arrival
- Asia Pacific ICT Awards – Meet the candidates that rocked Pattaya.
- Asia Pacific ICT Awards – And the results are out
- The Asia Pacific ICT Awards 2011 – The pre awards night update
- The Asia Pacific ICT Awards – To Bangkok, Pattaya and beyond – The Journey begins
Category: Finance
- The Zen of building financial models
- Common mistakes in financial modeling? Are you making them?
- Fintech and Financial Innovation with Shahid Mustafa
- A Private Equity Case Study. GEMS Education.
- Experiential learning and Finance
- The Disney Marvel MCU profitability paradox?
- Project Plain speak – Sense making for the financial world
- Debunking Finance data science myths
- A rose by any name…
- About FinanceTrainingCourse.com – An overdue introduction
- Yahoo-Tumblr Math?
- The Funnies – October 2012 Edition
- Finance Funnies – The September 2012 issue
- Finance Funnies – Welcome to August 2012
- The new Risk Rock Star video is live. Launching the Risk Training Learning Network Subscription Offer
- Finance Funnies – Missing July 2012 episode – Finance, Recovery, Unemployment and November Elections.
- The lighter side of Finance – Beware of the June selection
- How to calculate Spot Rates, Forward Rates & YTM in EXCEL
- Building Financial Models – Introduction
- Introduction to Financial Modelling
- Market Risk Metrics – Introduction
- Relevering Beta in WACC
- Collateral Valuation: Credit Risk: Approaches for other assets
- Collateral Valuation: Credit Risk: Cost Approach for real estate
- Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
- Collateral Valuation – Sales Comparison Approach for real estate
- Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
- Collateral Valuation – General principles
- Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
- Collateral Valuation: Pledged assets and collateral law
- Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
- Collateral Valuation – Extent of collateral & Performance indicators
- Collateral Valuation: Credit Risk: Definition and Types
- Interest Rate Models – An introduction
- Corporate Finance Training Course Guide Road Map
- CIR Model – Simulating the term structure of interest rates
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Investors due diligence and pre-investment audits
- Small Business Accounting: Inventory Valuation models and profitability: Working Example
- Small Business Accounting: Inventory Valuation models and profitability
- Entrepreneurial Finance: A new market entry, product pricing case study
- Valuation Methods for Islamic Debt Instruments
- Crude Oil Price outlook: US GDP Second Quarter, revised downwards to 1.6%: Oil to head lower
- Crude Oil Insights: Actual spare crude oil capacity within OPEC members
- Understanding Crude Oil – Popular posts and data
- Trading with Options – Lessons learnt from a failed trade
- CPD Requirements for Society of Actuaries
- Master Course – Introduction to Treasury Operations and Treasury Products
- Forecasting the Monetary Policy decisions – will there be a rate cut or not
- Treasury Management Terms
- Master Course: Liquidity Management Crash course: Liquidity Enhancement Tactics
- Master Course: Liquidity Management: Liquidity Contingency Funding Plan
- Master Course: Liquidity Management Crash Course: Liquidity Limits
- Master Course: Liquidity Management: Liquidity Risk
- Startup Guide: The startup crash course in 7 posts or less
- For entrepreneurs only – Startup Insights – Startup mode – startup guide
- Risk Frameworks and applications
- Reboot goes on sale online, gets featured at CIO, the Standard, Network World or the Ides of March
- Risk Management Framework for the Crude Oil & Petrochemical industry: Course Guide
- Risk Management Framework – Limits & Control Process
- Risk Management Framework – Risk metrics & sensitivities
- Risk Management Framework – Models and Tools
- Risk Management Framework – Data and Models
- Risk Management Framework – Risk Policy
- Risk Management Framework – Overview
- Master Case: AMD: Valuation & Projections: Case Guide
- Valuation Case Study – AMD: Exhibits
- Valuation Case Study – AMD: Present Value
- Valuation Case Study – AMD: Cost of Capital
- Valuation Case Study – AMD: Free Cash Flows
- Valuation Case Study – AMD: Balance Sheet
- Valuation Case Study – AMD: Income Statement
- Valuation Case Study – AMD: Setting Assumptions
- Valuation Case Study – AMD: Industry Analysis
- Valuation Case Study – AMD: Process Outline
- Master Case: Corporate Finance: LLC or C-Corp
- Master Case: Corporate Finance: Limited Liability or C-Corp
- Ratio Analysis Master Case – Office Depot
- Ratio Analysis Master Class – Course Guide
- Ratio Analysis Master Case – ODP and Staples
- Ratio Analysis Example – Office Depot: Financial Condition Review
- ODP & Staples Case Study: Comparative Ratio Analysis
- Ratio Analysis. Office Depot. Leverage, productivity ratios
- Ratio Analysis Master Case – Office Depot: Industry review and ratios
- Ratio Analysis Master Case – Office Depot: Ratios game plan
- Ratio Analysis Master Case – Office Depot: Overview
- Ratio Analysis: Liquidity, Leverage, Profitability, Productivity: Session I-D
- Ratio Analysis: Understanding the language: Session I-C
- Ratio Analysis – Understanding the language (Part 2)
- Ratio Analysis Understanding the language (Part 1)
- Corporate Finance – course guide
- Case Study – Electronic Arts
- WACC & Beta
- Opportunity Cost & Cost of Capital
- Internal Rate of Return in Corporate Finance
- Corporate Finance – Present Value of Cashflows
- Time value of money and Discount Rate
- ROE, ROIC & Payback Period
- Risk and Return in Corporate Finance
- Equity and Income Statement
- Balance Sheet – Liabilities & Working Capital
- Corporate Finance – Balance Sheet – Assets
- Corporate Finance – Accounting Notes
- Financial Statements in Corporate Finance
- Corporate Finance Overview
- Category: Corporate Finance
  - The new Risk Rock Star video is live. Launching the Risk Training Learning Network Subscription Offer
  - Introduction to Financial Modelling
  - Relevering Beta in WACC
  - Investors due diligence and pre-investment audits
  - Small Business Accounting: Inventory Valuation models and profitability: Working Example
  - Small Business Accounting: Inventory Valuation models and profitability
  - Valuation Methods for Islamic Debt Instruments
  - Master Case: Corporate Finance: LLC or C-Corp
  - Master Case: Corporate Finance: Limited Liability or C-Corp
  - Ratio Analysis Master Case – Office Depot
  - Corporate Finance – course guide
  - Case Study – Electronic Arts
  - WACC & Beta
  - Opportunity Cost & Cost of Capital
  - Internal Rate of Return in Corporate Finance
  - Corporate Finance – Present Value of Cashflows
  - Time value of money and Discount Rate
  - ROE, ROIC & Payback Period
  - Risk and Return in Corporate Finance
  - Equity and Income Statement
  - Balance Sheet – Liabilities & Working Capital
  - Corporate Finance – Balance Sheet – Assets
  - Corporate Finance – Accounting Notes
  - Financial Statements in Corporate Finance
  - Corporate Finance Overview
- Category: Ratio Analysis
  - Ratio Analysis Master Case – Office Depot
  - Ratio Analysis Master Class – Course Guide
  - Ratio Analysis Master Case – ODP and Staples
  - Ratio Analysis Example – Office Depot: Financial Condition Review
  - ODP & Staples Case Study: Comparative Ratio Analysis
  - Ratio Analysis. Office Depot. Leverage, productivity ratios
  - Ratio Analysis Master Case – Office Depot: Industry review and ratios
  - Ratio Analysis Master Case – Office Depot: Ratios game plan
  - Ratio Analysis Master Case – Office Depot: Overview
  - Ratio Analysis: Liquidity, Leverage, Profitability, Productivity: Session I-D
  - Ratio Analysis: Understanding the language: Session I-C
  - Ratio Analysis – Understanding the language (Part 2)
  - Ratio Analysis Understanding the language (Part 1)
Category: Insurance
- Khuda Buksh Tributes from the field
- Khuda Buksh EFU Years
- Khuda Buksh. A life insurance leadership case study
- Enterprise Risk Management Symposium, Chicago – Takeaways
- Actuarial Valuation of Life Insurance Liabilities – Data Requirements
- Partnership Insurance
- Key Executives’ Benefit Plan
- Deferred Compensation Plan
- Takaful and Family Takaful – Pure Mutual Insurance & Issues with Takaful Rules 2005
- Key-Executive’s Coverage – Need, Scope and Plan Mechanics
- Key-Executive’s Coverage – Value of Human Life & Importance of the Human Mind in Business
- Business Insurance – The application of life insurance solutions for business needs
Category: On the Lighter Side
- Of sunshine, sparks and dreams.
- Startups, Founders and Stand up comedy in Karachi
- Four minutes
- Arrival (2016) – The movie
- The evil deed is done.
- Celebrating Juno’s arrival on Jupiter
- Hob House – Kenya Art Collection.
- Kigali Rwanda – The East African surprise
- Hob House – Nairobi’s secret treasure
- Steve Jobs – 2015 – The film. Being binary
- Tehran. Not exactly Middle East
- Gilgit Serena Hotel – Our oasis after Chilas
- The road to Gilgit – First impressions.
- Gilgit Hunza Road Trip June 2015
- Right back at you, Sabeen Mahmud
- Rainbows and Richter scales. My father’s brothers.
- Karachi Sunsets
- Running with men and giants.
- How to take a great head shot for your author profile picture?
- Dubai food ideas. Breakfast, Lunch & Dinner
- Telenor data plans. 3G phone bandwidth speed test results
- Drive by shooting at Lake Victoria with Canon 70D
- Testing Facebook Fan page reach versus Google+ conversions
- The recipe for a perfect vacation…The daisy fields of Nathiagali
- Chasing Butterflies in Nathiagali – Episode II
- Chasing Swallowtails in Nathiagali
- The call of the Koel (read: Koyel)
- Karen County Lodges, Nairobi. The Kenya you wanted to see, but didn’t.
- Rayong Laem Mae Phim Beach – Thailand.
- Jobs, the movie..
- Getting Published. Our road to a publishing contract.
- Nairobi National Park – Open Air Safari
- The Quartet. Old age is not for sissies.
- Happiness comes in four flavors
- From startup failure to pitching like a pro. Reboot for iPad, ibook edition is live.
- Pitching for your startup? Reboot for iPad is here
- Goodbye New York. So long and thanks for all the fish…
- Shot by Zaka Shafiq at Columbia Business School
- Be careful of who you sit next to on your next Emirates flight.
- Google Analytics April Fool Prank 2013 – Visitors from International Space Station!.
- The travelling sunrise and sunsets series
- Singapore – Close encounters of 2nd kind – Golden Web Spiders at Forest Top
- Singapore Forest Top Walk – Random snaps
- Asia Pacific ICT Awards 2012 (APICTA 2012) – Brunei – Judging Day One – Photo blog
- APICTA (Asia Pacific ICT Awards) 2012 – Brunei – Photo Blog – Arrival
- Feed Garfield out on the iPhone tops China charts
- Sea shells on the sea shore.
- Long billed Hoopoe or a Crowned Woodpecker? You decide
- The Funnies – October 2012 Edition
- Karachi Kites at the Karachi Horse Riding School
- Finance Funnies – The September 2012 issue
- Finance Funnies – Missing July 2012 episode – Finance, Recovery, Unemployment and November Elections.
Category: Portfolio Management
- Portfolio Optimization Models in EXCEL
- Calculating Portfolio Holding Period Return
- Evaluating portfolio performance. A single metric to rule them all?
- The difference between value and growth investing
- Impact of taxes and fees on retirement savings and spending
- The case for Optimal portfolio alpha.
- Portfolio alpha stability and allocation optimization models.
- Value investing lessons from the Big Short (film) – Part II
- The Big Short case study
- Higher moment Portfolio models. Skewness preference.
- Portfolio Management Sample Exam
- Portfolio Management Alpha dominant strategies
- Calculating annual return holding period return or aggregate return?
- Insurance Portfolio Optimization Challenge – Steps to solve the challenge
- Portfolio applications with EXCEL Solver
- Life Insurance Investment Portfolio Optimization – Challenge
- Index matching portfolio optimization with Solver
- Holding period return & portfolio performance
- Capital Asset Pricing Model (CAPM)
- Calculating Beta Alpha for Portfolio management.
- Portfolio management. The difference between Beta and Alpha.
- EXCEL portfolio management. Building the worksheet.
- Portfolio management – Risk and Return
- Portfolio Analysis in Excel
- The Brexit reference for dummies
- Market Risk Metrics – Volatility Trend Analysis
- Portfolio Volatility – Market Risk Metrics
- Market Risk Metrics – Put Premium
- Market Risk Metrics – Sharpe and Treynor Ratios
- Market Risk Metrics – Beta with respect to market indices
- Market Risk Metrics – Holding Period Return
- Correlation – Relative Price Graphs
- Correlation – Trailing Correlations
- Correlation – Correlation coefficient, r
- Correlation – Scatter Plots
- Correlation Analysis – plotting data in EXCEL
- Correlation – Introduction
- Calculating Value at Risk – Approach Specific Steps
- Calculating Value at Risk – Data & Return Series
- Value at Risk Calculation – Introduction
Category: Risk
- Crypto Risk Review and Assessment – a Framework
- Modelling RSU expense in EXCEL
- Goldman Interview Q. What is the Third Moment?
- Fintech. Financial Innovation. Disruption. IBA.
- Your Bitcoin outlook 2021?
- A Private Equity Case Study. GEMS Education.
- Kelly’s Criterion, Founders, Startups and Bet size
- DNFBPs – Designated Non-Financial Businesses & Professions
- FATF Grey List Pakistan – Case Study
- Setting risk limits that work
- Calculating PFE for IRS using HJM
- Getting started with IFRS 9 implementation
- Signals in the data. Oil prices, tea leaves and crude price direction.
- Goldman Sachs and the 1MDB Scandal
- Pakistan banks put hold on 2Checkout export wire transfers ?
- Pre-settlement Risk & PFE -Forward & TARF
- TARF PSR PFE calculation model
- Stress testing correlation – The positive correlation stress test
- Hedge effectiveness of vanilla options, TARF & participating forwards
- Anti-Money Laundering Programmes – Systems
- Anti-Money Laundering Programmes – Regulations
- Portfolio Management Sample Exam
- Dow Jones 20,000. How real is the Trump rally?
- Hello stranger! Say Hi to our new support chatbot.
- Index matching portfolio optimization with Solver
- Probability of Default: Deutsche Bank – November 2016
- The Brexit reference for dummies
- ILAAP ALM LCR Reports Template Validator
- Doha oil output freeze talks. 7 questions for oil trading playbook
- Basel III credit risk standardized approach
- Copulas in Excel. Theoretical foundations.
- Credit Memo. Tips for credit committee presentations
- Loan officer skill sets. Between Credit analysts and relationship managers.
- Liquidity Gap Implementation Challenges
- RCSA Case study
- Credit scoring. An alternate approach
- China Crisis. Oil prices and China dragon roll.
- PFE calculation for a simple IRS
- KRI Loss Events. Estimating Operational risk capital. An example.
- RCSA – Risk Control Self Assessment
- Operational risk management for banks
- Farewell, Sabeen
- Building Copulas in Excel
- Ebola market impact
- BCBS 239. The new BIS risk data aggregation, risk reporting standard
- Bitcoin economics. Is Bitcoin a currency?
- Bitcoin bubbles – dissecting pre and post bubble datasets
- A short visual history of Bitcoin bubbles
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- NII in banking vs Economic Value
- Asset Liability Management Training Guide. 3rd Edition.
- Operational Risk Management under the Basel accord
- ALM’s Purpose and Uses
- ALM Strategies – Scenarios & Responses
- Yield Curve History – US Treasuries
- Understanding Option Greeks – Introducing Gamma
- Understanding Alpha or Gamma Rent
- Implied volatility and hedge P&L. Mapping P&L distributions
- Sign up to review a new book on Option Greeks.
- What makes a book? The Preface to Option Greeks Primer
- Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
- Shadow Gamma Calculation
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Hedging higher order Greeks – Hedging a book of short call options
- Hedging higher order Greeks – Solver Solution review
- Option Greeks – Building the Excel Solver model for hedging Greeks
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Four market risk case studies for your weekend read.
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- A rose by any name…
- Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
- China Aviation Oil (Singapore) Corporation Limited’s Jet Fuel Scandal (2005) – Casestudy
- London Whale – Casestudy and Timeline
- Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy
- SP Jain EMBA Entrepreneurship Course – Dubai 2014
- Models at Work – The new risk text book. Now out in stores
- The Market Risk reading list for new hires.
- Buy Models at Work now at 50% off before 31st December 2013.
- Models at Work – now available for sale on Amazon.com
- Is the world more volatile today? Measuring and trading volatility across markets.
- Risk Training Courses – Celebrating 1 million page views
- Models at Work – The new text book on risk assessment & management
- Risk Assessment – From risk exposure to impact.
- The new textbook on risk
- Calculate value at risk for Bonds
- Calculating Value at Risk (VaR) with or without VCV matrix
- Data Analysis – Snapshots of an Excel Evangelist
- Risk management. Risk systems for Central Banks.
- Risk jobs – Credit vs. Treasury vs. Market Risk roles
- Value at Risk for Interest Rate & Cross Currency Swaps – EXCEL worksheet overview
- Risk training’s new interface for 2013
- Trading tips. Setting Stop Loss Limits
- Duration and Convexity for US Treasuries
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- ALM Modeling – Assumptions, Conventions & Hacks
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation Model How to – First pass
- Sea Shells – Another day at the beach
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- We are hiring senior developers. Redefine challenge in your dictionary
- Liquidity Stress Testing a fixed income securities portfolio
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Treasury Risk Training. Limits. Capital Allocation. Risk.
- Credit Risk Models -Probability of Default
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
- Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- The Risk and Finance Rock Star campaigns…
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Value at Risk EXCEL Example
- Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
- Calculating Value at Risk – Now available on the iPad
- Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
- Financial Risk Management MBA Workshop – Fuel Hedging Case – The Case for and against Jet Fuel Hedging
- Setting Limits for Treasury Risk : Available online risk limits training courses
- MonteCarlo Simulation: A introduction to simulating N(d1) and N(d2) in EXCEL
- Selling derivative products to treasury customers: The Treasury Marketing Unit Training series
- Protected: IBA-TAN-Complimentary-Pitching Case Studies-View Only
- Technology Head of Operations role: US Based client, offshore team
- Who can answer my risk policy, model and frameworks questions?
- Gold Price Forecasts: Extending our simple gold price models.
- LCF Site update: We are back in business
- Five River does Pakistan – Our independence day gift from Lahore, pepperpk, Amir Hussain and Hasan Rizvi
- Entrepreneurship: Redux
- Ashoka: Everyone is a change maker
- Business Analyst, Risk Quant Analyst and Team Lead roles for a US based client
- Java Resources and Team Leads required- SQL, Cloud experience
- Java Team Lead: SQL, Cloud Experience required: Financial Services Application Development
- Java Developers: Financial Services Application Development: SQL, Cloud experience required
- Startup School – Entrepreneurship training crash course
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- VaR Historical Simulation Approach – EXCEL
- Grading Entrepreneurial Jedi – May the force be with you…
- Portfolio VaR – Variance Covariance Approach using the Short Cut technique – PROOF!!
- Portfolio VaR
- Earnings at Risk – Asset Liability Management reporting
- How to calculate Economic value of Equity or market value of Equity at risk
- Market Risk Metrics – Sharpe and Treynor Ratios
- Market Risk Metrics – Introduction
- Quant & finance jobs: ETL Analyst, Loan Data Modeling
- Quant & Finance Programming jobs – Senior and Junior Java Software Engineers
- Quant Jobs: Statistical Analyst, Loan Data Modeling.
- Enchantment – Persuasion, selling and making a difference for startups by Guy Kawasaki
- Finance Training Courses: From Inception (Text) to version 3.0 (Finance training videos):
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- Risk Training Videos – Audience Profile
- Book Review: The Big Short: Inside the Doomsday Machine by Michael Lewis
- Emerging and Frontier Market Bonds – Attractive Yields on Euro Dollar Bonds
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Online Quant Crash Course: Pre-course announcement
- The Quant Crash Course: Finance Training Course introduces the Quant Crash Course online video training series
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- Startup and Reboot Chat – PMI Karachi Chapter Event – 1st Feb 2011
- Book review: The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin and Reward
- Finance Training Courses – Exotics Financial Topics, Exotic Tropical Locations
- Setting Limits: Interest Rate Risk Management
- Counterparty Risk Limits: Pre-settlement Risk and Settlement Risk
- Limits: Trading Limits – Duration, Convexity and PVBP Limits
- Setting Limits: Value at Risk and Regulatory Approach Limits
- Actuarial Mathematics – Development of Commutation Functions
- Finance Careers: A tale of two startups
- Career choices: From banking and consulting to Startup land in southern California
- Career Choices: From Columbia to Goldman and back – Switching from consulting to investment banking …
- Career Guidance: The choices I have made – my early professional consulting career
- Finance Training Course: WACC, Beta, Cost of Capital posts review
- December Traffic update: It is down with a capital D…
- Basel III: Enhancements to Basel II: Firm-specific changes
- Terminating security interest in collateral
- Enforcement of Security Interest in Collateral
- Collateral Management of Security Interest
- Security Interest in Collateral
- 20,000 page views, Eight thousand visitors and 200 dollars in revenues – Corporate Finance Blog, November update
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Forecasting Interest Rates and Applications workshop: December 28th, 29th
- Introducing the ICAAP (Internal Capital Adequacy Assessment Process) excel template
- Editor Profile – Jawwad Farid
- Business Plan Cheat Sheet – Two business plans up for a half baked sale
- Small Business Credit Training: Resource guide
- Management Case Studies – Resources & Guides
- Business School Admissions: Masters Program Applicant Resource
- Setting Risk Limits-Counterparty, Pre-settlement Risk (PSR) and Trading Limits.
- Setting up Treasury Limits: Working with Stop Loss Limits
- Defining Treasury Limits: Limits Control and Business Processes
- Setting Treasury Risk Limits: Defining Risk Appetite, control limits and limit breaches
- Accounting for Trading profits: Inventory valuation models and determination of trading gains and losses
- FinanceTrainingCourse.com is now live
- Actuarial Mathematics – Introduction to Commutation Functions
- Learning Corporate Finance gets a new home
- Learning Corporate Finance – APICTA and Manthan Awards nominations
- Feedback is a gift: Help us win at APICTA, the Delhi Manthan Awards and more
- Treasury products & operations – Treasury products & operations simulation workshop
- Middle Office Review: Middle Office External review and audit
- Middle Office review: Middle Office Target state vs. Middle Office current state analysis
- Basel Gap Analysis
- Middle Office Review: Sample Middle Office Assessment and review report
- Middle Office review: Sample middle office gap analysis report
- Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
- Online MBA Resources: Writing content for online finance courses
- Challenges with Value at Risk
- Online MBA Reference: Corporate Finance Courses gets a make over
- Risk Management: Sample Board Risk Policy document and Risk Policy table of content
- Online Finance courses – Top finance courses at the Finance e-education portal
- Learning Corporate Finance – Now a Technorati Top 100 Finance blog
- Online Finance – Building a business case for risk management
- The Alchemy Risk Management Solution Matrix
- Forecasting the Monetary Policy Decision – A second look at rate cut and rate hike simulation – Econ 101
- FAS 157 – Fair value accounting and Level 3 assets
- ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Calculating Value at Risk – Calculation reference
- Online Finance – Good and Bad bosses – A review of leadership trends across the decades
- Pricing Commodity linked notes
- Pricing Range Accrual Notes – Extending the cap floor functions
- Start up crash course – Reading assignments
- Finance-Calculating Value at Risk – Caveats, qualifications, issues
- Value at Risk EXCEL Guide
- Calculating Value at Risk – Approach Specific Steps
- Calculating Value at Risk – Data & Return Series
- VaR Methods – Calculating Value at Risk
- Value at Risk Calculation – Introduction
- ODP & Staples Case Study: Comparative Ratio Analysis
- Category: Credit Risk
  - A Private Equity Case Study. GEMS Education.
  - Pre-settlement Risk & PFE -Forward & TARF
  - Probability of Default: Deutsche Bank – November 2016
  - Basel III credit risk standardized approach
  - Credit Memo. Tips for credit committee presentations
  - Loan officer skill sets. Between Credit analysts and relationship managers.
  - Credit scoring. An alternate approach
  - PFE calculation for a simple IRS
  - Credit Risk Models -Probability of Default
  - Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
  - Counterparty Risk Limits: Pre-settlement Risk and Settlement Risk
  - ODP & Staples Case Study: Comparative Ratio Analysis
- Category: Limits
  - Trading tips. Setting Stop Loss Limits
  - Treasury Risk Training. Limits. Capital Allocation. Risk.
  - Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
  - Setting Limits for Treasury Risk : Available online risk limits training courses
  - Setting Risk Limits-Counterparty, Pre-settlement Risk (PSR) and Trading Limits.
- Category: Liquidity Risk
  - ILAAP ALM LCR Reports Template Validator
  - Liquidity Gap Implementation Challenges
  - Asset Liability Management Training Guide. 3rd Edition.
  - ALM Strategies – Scenarios & Responses
  - Risk management. Risk systems for Central Banks.
  - Liquidity Stress Testing a fixed income securities portfolio
  - Earnings at Risk – Asset Liability Management reporting
  - Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
  - ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Category: Operational Risk
  - RCSA Case study
  - KRI Loss Events. Estimating Operational risk capital. An example.
  - RCSA – Risk Control Self Assessment
  - Operational risk management for banks
- Category: Value at Risk
  - The new textbook on risk
  - Calculate value at risk for Bonds
  - Calculating Value at Risk (VaR) with or without VCV matrix
  - Risk Models, Option pricing & Bank Regulation training – 2013 guide
  - Conditional Value at Risk (CVaR)
  - Incremental VaR & other VaR metrics
  - Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
  - Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
  - Value at Risk for Swaps
  - Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
  - Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
  - Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
  - Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
  - Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
  - FRM Training: Risk Exposure Estimation. Transcript
  - Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
  - Value at Risk EXCEL Example
  - Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
  - Calculating Value at Risk – Now available on the iPad
  - Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
  - VaR Historical Simulation Approach – EXCEL
  - Portfolio VaR – Variance Covariance Approach using the Short Cut technique – PROOF!!
  - Portfolio VaR
  - Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
  - Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
  - Online Quant Crash Course: Pre-course announcement
  - How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
  - How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
  - How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
  - How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
  - How to conduct a Principal Component Analysis in EXCEL – Data
  - Principal Component Analysis – Overview
  - Building an HJM Model in EXCEL – Determine Prices
  - Corporate Finance Training Course Guide Road Map
  - Building an HJM Model in EXCEL – Define calculation cells
  - Building an HJM Model in EXCEL – Define input cells
  - CIR Model Parameter Estimation
  - Interest Rate Forecasting using CIR Model – Introduction
  - Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
  - Challenges with Value at Risk
  - Calculating Value at Risk – Calculation reference
  - Finance-Calculating Value at Risk – Caveats, qualifications, issues
  - Value at Risk EXCEL Guide
  - Calculating Value at Risk – Approach Specific Steps
  - Calculating Value at Risk – Data & Return Series
  - VaR Methods – Calculating Value at Risk
  - Value at Risk Calculation – Introduction
Category: Small Business
- Loan officer skill sets. Between Credit analysts and relationship managers.
- Testing Facebook Fan page reach versus Google+ conversions
- The startup scene in Karachi circa June 2014
- Rants, Timelines and Roadmaps – Random musings on starting up
- The PASHA Startup Crash Course for entrepreneurial younglings.
- Everything you wanted to ask about startup failure but were afraid to ask.
- From startup failure to pitching like a pro. Reboot for iPad, ibook edition is live.
- Pitching for your startup? Reboot for iPad is here
- On Startup Failure – OPEN Washington DC Chapter Fireside chat
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- Finance Training Courses over the ages – The evolution of a financial e-learning solution
- Hosting Lessons for Startups – Five things that you shouldn’t do
- Startup Launch Check List – Eleven steps to get started with your startup
- What do you do when you startup – 3 case studies – one milestone at a time
- Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
- Startup Guide: Code Launch: The 10 step guide to bombing your product launch
- Building Financial Models – Introduction
- [email protected] Social Innovation Fund: Can you change the world with US$10,000
- Winning Business Plan competitions. The reasons why you didn’t win
- More sample pitches: Toffeetv.com makes it case
- The Pitching for Startup Course – A guide to presenting winning pitches for your business plans
- Business Plan Pitches: SP Jain EMBA Students take a shot at pitching their dreams
- US Credit Rating Downgrade: Impact on financial and commodities markets
- US Credit Rating downgraded: Impact on commodities trading – outlook for the next week
- Start up School: Customers personas and profiles or building the foundation for your pitch
- Startup School: Building your roadmap to credibility and business model
- Startup School: Understanding Customers, Painting your Mona Lisa or who is the hero in your movie?
- Startup School: My EMBA Entrepreneurship students take a shot at pitching their dreams
- Startup School: Starting up Crash Course: The PASHA Social Innovation Fund Interviews Video Series
- Education Technology: Graphic Tablet and Interactive Whiteboards – a non-iPad, non-iMac, non-tablet PC based quest inspired by the Khan Academy.
- Startup School – Core Milestones
- Startup School – Balance Faith
- Startup School – Balancing Faith
- Startup School – The blue screen of death
- Startup School – Startup roulette: A framework for failure
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies: Lessons learned
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies
- Startup School – The paradox of large customers
- Startup School – Why diversification is a four-letter word: Lessons learned
- Startup School – Why diversification is a four-letter word
- Startup School – Opportunity cost of perfection
- Startup School – Evolutionary product development and “solving the wrong problem”, problem: Lessons learned
- Startup School – Evolutionary product development and “solving the wrong problem”, problem
- Startup School – Technology as a competitive advantage: Lessons learned
- Startup School – Technology as a competitive advantage
- Startup School – Business development: Lessons learned
- Startup School – Business development
- Startup School – The funding mindset – capital and partners: Lessons learned
- Startup School – The funding mindset – capital and partners
- Teaching Entrepreneurship online
- The PASHA – CIPE – Entrepreneurial Younglings Round Table
- Entrepreneurial business plan competitions – Be Boring.
- Microsoft Catalyst Program: Entrepreneurial training for students and graduates
- Collateral Valuation: Credit Risk: Approaches for other assets
- Collateral Valuation: Credit Risk: Cost Approach for real estate
- Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
- Collateral Valuation – Sales Comparison Approach for real estate
- Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
- Collateral Valuation – General principles
- Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
- Collateral Valuation: Pledged assets and collateral law
- Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
- Collateral Valuation – Extent of collateral & Performance indicators
- Collateral Valuation: Credit Risk: Definition and Types
- Investors due diligence and pre-investment audits
- Small Business Accounting: Inventory Valuation models and profitability: Working Example
- Small Business Accounting: Inventory Valuation models and profitability
- Small Business Credit: Analyzing Cash Flows: Bringing it all together
- Small Business Credit: Analyzing Cash Flows: Cash from Operations
- Small Business Credit: Analyzing Cash Flows: Cash from Trading activities
- Small Business Credit: Analyzing Cash Flows: Analyzing Cash from Sales
- Small Business Credit: Cash Flow Lending to SME: Analyzing Cash Flows for Credit
- Small Business Credit: Cash Flow Lending: Analyzing Cash Flows for Credit to Small and Medium Size businesses
- Small Business Credit Training
- Small Business Credit Training: Ratio Analysis, Finance, Accounting and Credit Process
- Small Business Credit Training – Understanding Credit Process and Loan Approval basics
- Small Business Credit Training – Credit & Small Business Loans
- Small Business Finance Training: Cases in Valuation, Ratio analysis & Credit
- Small business accounting, finance training: Free Online finance and accounting training courses
- Small Business Finance training courses – Ratio Analysis
- Accounting short course – Small business accounting training – Reviewing the Trial balance example
- Basic Accounting Short Course for small business – Course Guide
- Accounting short course – Small Business accounting training – The Trial Balance and accounting control
- Basic accounting Crash Course- Small business accounting training – General Ledger example
- Basic Accounting Crash Course: Small Business Accounting Training: Cash Book Example
- Basic Accounting Crash Course: Accounting Training for small businesses- Cash Book and recording cash discounts
- Basic Accounting Short Course- Small Business Accounting Training- Integrating Sales, Purchases & Returns
- Accounting Crash Course – Small Business Accounting Training – Purchases Journal and Purchases Ledger
- Accounting crash course: Small Business Accounting Training – Sales Journal, Sales Ledger and Trade discounts
- Accounting Crash Course: Small Business Accounting Training – Sales Journal and Sales Ledgers
- Accounting short course: Small business accounting training – Books of Original Entry – Journals and Ledgers
- Basic accounting short course: Accounting training for small businesses – Preparing the T-account
- Basic accounting short course: Accounting training for small businesses – Introducing Debit & Credit
- Basic Accounting short course: Accounting training for small businesses
- Small Business Finance: Teaching small business the language of credit and finance
- Small Business Financing: Small Business Association (SBA) non-direct Loans
- SME Financing: Regional financial initiatives
- SME Financing: Financing programs for small businesses
- Credit Process Master Case – Baldwin Piano
- Master Class: Credit Process: Course Guide
- Master Case: Analyzing Cash flow Statements: Examples
- Credit Process: Credit Decision – factors
- Credit Process: The Credit Decision
- Preparing credit proposals and memos
- Credit Process: Credit Culture and Information Gathering Foundations
- The context for credit risk analysis
- Credit Process: Lending products
- Credit Process: Why do businesses borrow money?
- Credit Process: Understanding the language – ii
- Credit Terminology: Understanding the language
- Credit Analysis Mindset
- Credit Analysis – Course Guide
- Credit Analysis: Understanding Financial Leverage
- Credit Analysis: Fixed Costs and Operating leverage
- Credit Analysis: Breakeven and leverage
- Credit Analysis – Introduction
- Operating Cycle, Books of Accounts and Forms of doing business
- Category: Accounting
  - Investors due diligence and pre-investment audits
  - Small Business Accounting: Inventory Valuation models and profitability: Working Example
  - Small Business Accounting: Inventory Valuation models and profitability
  - Accounting short course – Small business accounting training – Reviewing the Trial balance example
  - Basic Accounting Short Course for small business – Course Guide
  - Accounting short course – Small Business accounting training – The Trial Balance and accounting control
  - Basic accounting Crash Course- Small business accounting training – General Ledger example
  - Basic Accounting Crash Course: Small Business Accounting Training: Cash Book Example
  - Basic Accounting Crash Course: Accounting Training for small businesses- Cash Book and recording cash discounts
  - Basic Accounting Short Course- Small Business Accounting Training- Integrating Sales, Purchases & Returns
  - Accounting Crash Course – Small Business Accounting Training – Purchases Journal and Purchases Ledger
  - Accounting crash course: Small Business Accounting Training – Sales Journal, Sales Ledger and Trade discounts
  - Accounting Crash Course: Small Business Accounting Training – Sales Journal and Sales Ledgers
  - Accounting short course: Small business accounting training – Books of Original Entry – Journals and Ledgers
- Category: Credit Process & Analysis
  - Loan officer skill sets. Between Credit analysts and relationship managers.
  - US Credit Rating Downgrade: Impact on financial and commodities markets
  - US Credit Rating downgraded: Impact on commodities trading – outlook for the next week
  - Collateral Valuation: Credit Risk: Approaches for other assets
  - Collateral Valuation: Credit Risk: Cost Approach for real estate
  - Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
  - Collateral Valuation – Sales Comparison Approach for real estate
  - Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
  - Collateral Valuation – General principles
  - Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
  - Collateral Valuation: Pledged assets and collateral law
  - Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
  - Collateral Valuation – Extent of collateral & Performance indicators
  - Collateral Valuation: Credit Risk: Definition and Types
  - Small Business Credit: Analyzing Cash Flows: Bringing it all together
  - Small Business Credit: Analyzing Cash Flows: Cash from Operations
  - Small Business Credit: Analyzing Cash Flows: Cash from Trading activities
  - Small Business Credit: Analyzing Cash Flows: Analyzing Cash from Sales
  - Small Business Credit: Cash Flow Lending to SME: Analyzing Cash Flows for Credit
  - Small Business Credit: Cash Flow Lending: Analyzing Cash Flows for Credit to Small and Medium Size businesses
  - Credit Process Master Case – Baldwin Piano
  - Master Class: Credit Process: Course Guide
  - Master Case: Analyzing Cash flow Statements: Examples
  - Credit Process: Credit Decision – factors
  - Credit Process: The Credit Decision
  - Preparing credit proposals and memos
  - Credit Process: Credit Culture and Information Gathering Foundations
  - The context for credit risk analysis
  - Credit Process: Lending products
  - Credit Process: Why do businesses borrow money?
  - Credit Process: Understanding the language – ii
  - Credit Terminology: Understanding the language
  - Credit Analysis Mindset
  - Credit Analysis – Course Guide
  - Credit Analysis: Understanding Financial Leverage
  - Credit Analysis: Fixed Costs and Operating leverage
  - Credit Analysis: Breakeven and leverage
  - Credit Analysis – Introduction
Category: Special Needs
- Special Needs Education Pakistan. Parent Resource Guide.
- Experiential learning and Finance
- Circles of light
- 50 seconds before 50
- Taha’s school
Category: Startup
- Estimate Market Size – Sizing Pakistan’s ecommerce market
- The 10 minute Financial Modelling quick reference guide
- Blue Ex: A Third-Party Logistics Valuation Case study
- Price to Sales & Valuation
- Financial Modeling Lessons for startups.
- Adding Monte Carlo Simulation to your financial models
- Modelling Growth in a Pandemic
- A launch Case Study
- Launch!
- Estimating market size. The seven deadly sins.
- Twitter threads on Startups, rebooting and founders.
- Seven finance lessons for founders
- Revenue models for content startups
- A pricing guide for founders
- Pakistan Technology Industry Survey 2019
- Unit economics for startups
- Products vs Services startups?
- Venture investors guide for founders
- 021Disrupt19. Lucky shirts, startups and founders.
- You are the fire. #021Disrupt19
- A farewell to SPRING
- Fintech in frontier markets
- Pakistan Technology Industry Survey 2018
- 2Checkout update – Part II
- Building startups – the five themes that founders need to master.
- Tech startup venture capital funding Pakistan landscape
- Putting the ecosystem on the map. Hashtag 021Disrupt
- Three lessons that will make you rethink innovation at startups
- Community strikes gold at Nestio Startup Weekend
- Startup Founders crash course.
- Six years.
- Confessions from a hotel room at the stroke of midnight.
- Estimating WordPress traffic on AWS servers.
- Testing Facebook Fan page reach versus Google+ conversions
- The startup scene in Karachi circa June 2014
- Rants, Timelines and Roadmaps – Random musings on starting up
- The PASHA Startup Crash Course for entrepreneurial younglings.
- The ten things you should not do as a startup.
- PASHA Asia Pacific ICT Awards – Pitching Startups Training Resource
- How to download Reboot for iPad without an iBook store in your country?
- Google for Entrepreneurs Week – Slidedeck
- Getting Published. Our road to a publishing contract.
- Yahoo-Tumblr Math?
- Everything you wanted to ask about startup failure but were afraid to ask.
- From startup failure to pitching like a pro. Reboot for iPad, ibook edition is live.
- Pitching for your startup? Reboot for iPad is here
- On Startup Failure – OPEN Washington DC Chapter Fireside chat
- Columbia Business School & OPEN DC – Heart to heart on Startup Failure
- Risk training’s new interface for 2013
- 12 months, 700 orders & half a million page views later.
- Who says online risk training is boring
- Asia Pacific ICT Awards – APICTA 2012 – Judges Profile
- Building social media presence for an online financial training startup.
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- Finance Training Courses over the ages – The evolution of a financial e-learning solution
- Hosting Lessons for Startups – Five things that you shouldn’t do
- Startup Launch Check List – Eleven steps to get started with your startup
- What do you do when you startup – 3 case studies – one milestone at a time
- Building Financial models for startups
- Customer Persona of a MBA Student: What does a typical business school student looks like?
- The Death of Yahoo
- Startup School: It's that time of the year again. Lets launch a business in January
- Checking in from Bangkok. The Fourquants.com and FTC marketing tour of Thailand.
- Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
- Startup Guide: I hate product launches or the 40 days that led to last night
- Startup Guide: Code Launch: The 10 step guide to bombing your product launch
- Building Financial Models – Introduction
- Can you write? We are hiring…
- Old Friends – The APICTA connection
- How judging and mentoring changes your life – Zafar Khan before and after
- Asia Pacific ICT Awards – And the results are out
- The Asia Pacific ICT Awards 2011 – The pre awards night update
- Give me one moment in time…
- The Asia Pacific ICT Awards – To Bangkok, Pattaya and beyond – The Journey begins
- TEDx Talks: Three videos to move and inspire you…
- [email protected] Social Innovation Fund: Can you change the world with US$10,000
- Winning Business Plan competitions. The reasons why you didn’t win
- Pitching for Startups – II: Pitching Case Studies for Startups
- The Pitching for Startup Course – A guide to presenting winning pitches for your business plans
Category: Testimonials
- Social Champ. A user review
- The evil deed is done. Finance Training 3.0 is here
- Telenor data plans. 3G phone bandwidth speed test results
- The startup scene in Karachi circa June 2014
- Ten things to do in Karachi when you are dead.
- Finance Training Courses across the world – Jawwad Farid and his students
Category: Tourism & Travel
- Koh Samui – white sandy beaches.
- Destination Khaplu
- Destination Shigar
- Skardu calling. The Shigar Khaplu break.
- Hunza valley summer escape
- 7 Nairobi travel tips from a business nomad.
- Hob House – Kenya Art Collection.
- Kigali Rwanda – The East African surprise
- Hob House – Nairobi’s secret treasure
- Tehran. Not exactly Middle East
- Gilgit Serena Hotel – Our oasis after Chilas
- The road to Gilgit – First impressions.
- Gilgit Hunza Road Trip June 2015
- Dubai weekend photo shoot
- Karachi Sunsets
- Drive by shooting at Lake Victoria with Canon 70D
- The recipe for a perfect vacation…The daisy fields of Nathiagali
- Chasing Butterflies in Nathiagali – Episode II
- Chasing Swallowtails in Nathiagali
- Ten things to do in Karachi when you are dead.
- Karen County Lodges, Nairobi. The Kenya you wanted to see, but didn’t.
- Rayong Laem Mae Phim Beach – Thailand.
- Nairobi National Park – Open Air Safari
- 475 North Martingale Road, Schaumburg, IL
- Chicago – Society of Actuaries, CAS, PRMIA Enterprise Risk Symposium
- Happiness comes in four flavors
- Goodbye New York. So long and thanks for all the fish…
- Columbia Business School – Private reunion April 2013
- Be careful of who you sit next to on your next Emirates flight.
- New York Spring – Magnolia trees and startup mode.
- Return to New York – A drive down memory lane
- Singapore random walks, random shots
- Emirates Lounge – The new A380 lounge, concourse A at Dubai Airport
- The travelling sunrise and sunsets series
- Singapore Hortpark – Flowers, Creepy Crawlies & Woodpeckers
- The new A-380 only concourse A at Dubai airport
- Singapore – Close encounters of 2nd kind – Golden Web Spiders at Forest Top
- Singapore Forest Top Walk – Random snaps
- APICTA 2012 Brunei – The participants – Team Pakistan
- Asia Pacific ICT Awards 2012 (APICTA 2012) – Brunei – Judging Day One – Photo blog
- APICTA (Asia Pacific ICT Awards) 2012 – Brunei – Photo Blog – Arrival
- Sea shells on the sea shore.
- Sri Lanka – Nuwara Eliya – Tea plantations meet cloud country meets gorgeous people
Category: Training Course Outlines & Workshops
- Portfolio Management Training – Dubai, Bangkok – March 2017
- Dubai Training series. FX Options, CVA and ALM.
- Society of Actuaries Asset Liability Management (ALM) Training Dubai December 2014
- Risk Training Singapore 2013 – Course materials are now up
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- Calculating Value at Risk. FRM MBA Workshop Transcript. Day One
- FourQuants does iPad Risk books on ALM, Risk, VaR and Treasury Management
- Financial Risk Management Workshop – Value at Risk, Volatility and Trailing correlations – Day One
- Treasury Products and Operations – 2nd edition – The new and revised study guide for treasury and non-treasury professionals
- Oil and Gold Models workshop – Bangkok, 14 November 2011
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- Cross selling treasury products – Pitching commodity trading ideas to corporate clients
- Finance Training Courses at the Capital Club, DIFC, Dubai, UAE
- Liquidity Risk Training online video course – Episode one
- Finance Training Courses: ICAAP: Win a seat at the ICAAP Treasury Risk Workshop, Langkawi at your price!
- Finance Training Course – Course Outline – ICAAP Models: ALM & Interest Rate Simulations for ICAAP
- Finance Training Course – Course Outline – Internal Capital Adequacy Assessment and Treasury Risk
- ICAAP Training Workshops – 3 days – Langkawi, Malaysia, March 2011
- Internal Capital Adequacy Assessment and Treasury Risk Workshop – Langkawi, Malaysia, March 2011
- ICAAP Models, ALM, Interest Rate Simulations for ICAAP, Langkawi
- The Asset Liability and Liquidity Management Training Workshop, Subang Holiday Resort, Kula Lumpur, Malaysia, January 2011.
- Finance Training Course – Course Outline – Risk and Derivative Pricing Crash Course
- Finance Training Course – Course Outline – Basel II – Myths, Challenges and Question Marks
- Finance Training Course – Course Outline – Economic Capital, Limit Management & Basel II: Application and Practice
- Finance Training Course – Course Outline – Internal Capital Adequacy Assessment
- Finance Training Course – Course Outline – Probability of Default Models: Beyond Regulation
- Finance Training Course – Course Outline – Liquidity Management: Tools, Measures and Red Flags
- Finance Training Course – Course Outline – ICAAP – Implementation and Challenges
- Finance Training Course – Course Outline – Derivative Pricing – Interest Rate products
- Finance Training Course – Course Outline – Derivative Pricing – FX products
- Finance Training Course – Course Outline – Interest Rate Models: Forecasting Interest Rates and Application
- Finance Training Course – Course Outline – Treasury Risk Crash Course
Category: Treasury
- Historic Yield Curves and US Recession
- Setting risk limits that work
- Pakistan Sukuk bonds priced at 5.625 and 6.875 for 5 and 10 year maturity
- Portfolio alpha stability and allocation optimization models.
- Excel convergence hacks for TARF pricing models
- TARF Pricing model guide now live
- EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
- Target Redemption Forward (TARF) Pricing Models in Excel
- The case for participating forwards
- Mis-selling in FX Markets – Losses from zero cost investments
- Dual Currency Deposits (DCD)
- Understanding Option Greeks – Introducing Gamma
- Implied volatility and hedge P&L. Mapping P&L distributions
- Hedging Vega and Gamma exposure. Lesson Five
- Calculate value at risk for Bonds
- Risk jobs – Credit vs. Treasury vs. Market Risk roles
- Value at Risk for Interest Rate & Cross Currency Swaps – EXCEL worksheet overview
- Risk training’s new interface for 2013
- Trading tips. Setting Stop Loss Limits
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Monte Carlo Simulation Model – How To – Initial Ground Work
- Monte Carlo simulation methods – Tweaking the distribution
- What is Risk? The new risk assessment & risk management training series
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- Option Greeks – Theta time premiums for call options
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
- Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
- Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
- Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Win a copy of Risk Frameworks & Applications by subscribing – 1 copy for every 10th subscriber
- Sales & Trading interview guide – quantitative topics
- Sales & Trading Interview Guide – The understanding Greeks resource
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- Free risk & treasury online training resource guide – our most popular posts
- Treasury Compliance Training for Bank Treasury functions
- Treasury Risk Training. Limits. Capital Allocation. Risk.
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- How to spend 2.5 million US$ – The roof top scene from Margin Call
- Liquidity Risk Management Case Study: American International Group (AIG)
- Liquidity Risk Management Case Study: Lehman Brothers
- Finance Training Course – Course Outline – Treasury Risk Crash Course
- Treasury Profitability. Foreign Exchange deals and Treasury profitability
- Treasury Risk Reference. Ratios, Metrics, Measures, Equations.
- Treasury Management Terms
Category: Uncategorized
- Risk education. 12 months of images. March 2012 – March 2013