All Treasury Posts

< 1 min read

  1. Historic Yield Curves and US Recession
  2. Setting risk limits that work
  3. Pakistan Sukuk bonds priced at 5.625 and 6.875 for 5 and 10 year maturity
  4. Portfolio alpha stability and allocation optimization models.
  5. Excel convergence hacks for TARF pricing models
  6. TARF Pricing model guide now live
  7. EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
  8. Target Redemption Forward (TARF) Pricing Models in Excel
  9. The case for participating forwards
  10. Mis-selling in FX Markets – Losses from zero cost investments
  11. Dual Currency Deposits (DCD)
  12. Understanding Option Greeks – Introducing Gamma
  13. Implied volatility and hedge P&L. Mapping P&L distributions
  14. Hedging Vega and Gamma exposure. Lesson Five
  15. Calculate value at risk for Bonds
  16. Risk jobs – Credit vs. Treasury vs. Market Risk roles
  17. Value at Risk for Swaps – Interest Rate & Cross Currency Swaps VaR
  18. Risk training’s new interface for 2013
  19. Trading tips. Setting Stop Loss Limits
  20. Risk Models, Option pricing & Bank Regulation training – 2013 guide
  21. Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
  22. Monte Carlo Simulation Model – How To – Initial Ground Work
  23. Monte Carlo simulation methods – Tweaking the distribution
  24. What is Risk? The new risk assessment & risk management training series
  25. War on Option Greeks – The weekend option pricing risk challenge
  26. The Option Pricing models 5 nights crash course
  27. Incremental VaR & other VaR metrics
  28. Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
  29. Option Greeks – Theta time premiums for call options
  30. Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
  31. Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
  32. Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
  33. Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
  34. Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
  35. Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
  36. Win a copy of Risk Frameworks & Applications by subscribing – 1 copy for every 10th subscriber
  37. Sales & Trading interview guide – quantitative topics
  38. Sales & Trading Interview Guide – The understanding Greeks resource
  39. Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
  40. Value at Risk for Swaps
  41. Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
  42. Understanding Delta Hedging options using Monte Carlo Simulation in Excel
  43. Free risk & treasury online training resource guide – our most popular posts
  44. Treasury Compliance Training for Bank Treasury functions
  45. Treasury Risk Training. Limits. Capital Allocation. Risk.
  46. Option Greeks – Delta, Gamma, Vega, Theta & Rho.
  47. Advance Risk Management Models – Workshop & Training reference page
  48. Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
  49. Sales and Trading Interview Guide: Understanding Greeks – Preface
  50. Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
  51. How to spend 2.5 million US$ – The roof top scene from Margin Call
  52. Liquidity Risk Management Case Study: American International Group (AIG)
  53. Liquidity Risk Management Case Study: Lehman Brothers
  54. Finance Training Course – Course Outline – Treasury Risk Crash Course
  55. Treasury Profitability. Foreign Exchange deals and Treasury profitability
  56. Treasury Risk Reference. Ratios, Metrics, Measures, Equations.
  57. Treasury Management Terms