Risk Management

Anti Money Laundering and FATF Review - Online Course

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

Calculating Value at Risk - Online Course

Calculating Value at Risk - Package

Calculating VaR for Futures and Options - EXCEL

Comparing Value at Risk - Model, Methods and Metrics - EXCEL

Deriving IRS Actuarial Tables H, S and R(2)

PFE for IRS using HJM

Portfolio Optimization Models in EXCEL

Portfolio Risk Metrics – EXCEL

Portfolio VaR – EXCEL

Sample Counterparty Limit Proposal

Setting Counterparty Limits - Package

Value at Risk Example for Fixed For Floating Interest Rate Swaps - EXCEL

Value at Risk using the Monte Carlo simulation with Historical Returns approach

Value at Risk with Liquidity Premium

VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps - EXCEL Example

VaR for FX Forwards and FX Swaps - EXCEL