Store

ALM – Crash Course – EXCEL Examples

Asset Liability Management (ALM) Crash Course - Package

Asset Liability Management, Value at Risk and Capital Adequacy - EXCEL & PDF Library

Black Derman Toy Model Construction – EXCEL Example

Black-Derman-Toy (BDT) Interest Rate Model - Package

Building Maturity & Liquidity Profiles for Deposits and Advances

Calibration of Black Derman Toy (BDT) Interest Rate model to US Treasuries

Calibration of CIR Model – EXCEL Example

Cox-Ingersoll-Ross (CIR) Interest Rate model - EXCEL example

Duration Convexity – EXCEL Example

Duration and Convexity for US Treasury Bill, Note and Bond

FTC EXCEL & PDF Library

Fixed Income Bond Duration – Monthly Coupon Payment Frequency - EXCEL

Heath Jarrow Merton (HJM) Interest Rate Model - Package

Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model

How to construct a Black Derman Toy Model in EXCEL

How to utilize results of a Black Derman Toy Model

How to utilize results of a Black Derman Toy Model – EXCEL Example

ILAAP, ALM, LCR, NSFR Report validator

Interest Rate Simulation Crash Course

Interest Rate Simulation Crash Course - Package

Principal Component Analysis – PCA – US Treasury Yield Rates

Value at Risk with Liquidity Premium