Market Risk Metrics – Put Premium
3 mins read
The put premium gives the conditional expectation of loss beyond […]
Market Risk Metrics – Holding Period Return
2 mins read
The Holding Period Return represents the return earned by an […]
Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
2 mins read
The SAARC Finance policy response workshop on Basel II Enhancements […]
Basel III – Liquidity Framework – Metrics for monitoring liquidity risk
2 mins read
Besides the two supervisory standards proposed in the Basel III […]
Basel III – Liquidity Framework- Net Stable Funding Ratio (NSFR)
4 mins read
Basel III – NSFR In our previous posts we had […]
Basel III – Liquidity Coverage Ratio (LCR) – The Denominator: Total Net Cash Outflows
3 mins read
In our previous post on the reforms being brought to […]