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Tag Archives: risk management

FRM Training: Risk Exposure Estimation. Transcript

Financial Risk Exposure Estimation. Core themes Welcome to our collection of risk management exposure estimation course lecture transcripts. I teach a week long training course on Financial Risk Management at the SP Jain Campus in Dubai and Singapore. This transcript is an effort to share

Barclays Bank probability of default

The LIBOR Crisis Barclays Bank.

LIBOR Crisis Barclays Bank LIBOR: What is LIBOR? LIBOR is the abbreviation for London Inter Bank Offer Rate. This is the interest rate which banks charge for lending to each other. Although LIBOR changes throughout the day, the formal or published LIBOR is fixed once a