Historic Yield Curves and US Recession
8 mins read time Is an upcoming US recession eminent? What do historic yield curves, corporate profits and other data points tell us? Take a look.
Setting risk limits that work
17 mins read time As traders we spend a great deal of time trying to make sense of risk limits. But where do risk limits come from? How can we tell if they are broken or if they work? What is the right way of setting risk limits that work.
Pakistan Sukuk bonds priced at 5.625 and 6.875 for 5 and 10 year maturity
2 mins read time Pakistan Dual Trancher On Wednesday, Nov 29th, Pakistan (B3/B) successfully […]
Portfolio alpha stability and allocation optimization models.
6 mins read time Stability and robustness of portfolio Alphas – the excess return […]
Excel convergence hacks for TARF pricing models
3 mins read time Convergence between closed form and simulation model prices is enhanced […]
TARF Pricing model guide now live
2 mins read time Our new eight part series on TARF Pricing model guide […]