Jawwad Farid Calculating Exposures for Risk Hedging. Approaching risk assessment, analysis and estimation When we talk about exposure, it has three dimensions for us. It is uncertain, volatile, and has a measurable financial impact. In Air Canada’s case, the exposure is to the following 3
Calculating Value at Risk. Lecture transcript. Part II. Dubai. Please see the Financial Risk Management Training Course page for background, related transcripts, resources and downloads. Figure 1 Risk Management Workshop: Action plan Risk Management: Volatility, Value at Risk (VaR) Now to our Action Plan. Today we
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
Jawwad Farid Asset Liability Management (ALM) is the primary source of directors and senior executive grief at bank board meetings. The reporting is standard, the numbers concise but the terminology (despite many years of usage) is still exotic and confusing. The work that we have
Danish is a recent hire in our risk management practice. Some of you know him as the author of our recent Barclay Libor crisis commentary. An under training and aspiring actuary he decided to take a leap of faith and switch to risk management from
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