Market Risk Metrics – Put Premium
3 mins read time The put premium gives the conditional expectation of loss beyond […]
Market Risk Metrics – Holding Period Return
2 mins read time 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 time The SAARC Finance policy response workshop on Basel II Enhancements […]
Liquidity Risk Monitoring
2 mins read time Besides the two supervisory standards proposed in the Basel III […]
Net Stable Funding Ratio
3 mins read time In our previous posts, we had addressed the Liquidity Coverage […]
Liquidity Coverage Ratio – The Denominator
3 mins read time Total Net Cash Outflows In our previous post on the […]