3 mins read FourQuants.com releases new interactive iBooks titles for iPad on Risk, Investment & Treasury Management. Calculating Value at Risk (VaR) and
3 mins read Session one started off with a quick review of volatility, standard deviation, value at risk and trailing correlations. Required Download
4 mins read During the last two years we have run about 12 odd treasury training workshops for banking customers in the region.
4 mins read The workshop focused on building models for oil and gold and also reviewed some of the associated risk limits with an emphasis on Pre-Settlement, Stop Loss, Transaction and Expectation driven limits. We reviewed price, volatility and relative value models and also took a look at fundamental drivers of pricing for Gold and Oil.
14 mins read This is the transcript from the video recording for session three of selling treasury products where we use the case study of an oil refinery to show how to translate impact of crude oil price volatility into P&L and margin impact. This impact forms the basis for exposure estimation used to suggest an oil price hedging solution to a customer impacted by a change in crude oil prices.
6 mins read Price volatility in crude oil, gold, silver, cotton, sugarcane, wheat and cereals has created an unprecedented opportunity for corporate relationship managers to cross sell treasury products to their institutional, trading, manufacturing and high net worth customers. We present below a framework for empowering client facing treasury teams to go out and cross sell high value, high margin trading concepts to clients by educating customers about their exposures and some of the solutions available to reduce the risk associated with the same exposures.