Differentiation of Market Risk Characteristics among Sharia Compliant and Conventional Equities listed on the Pakistani Capital Market – KSE 100 Index over a selective time period . Advertisements
Interest Rate Forecasting Forecasting Interest Rates. Structural models are an attempt to determine causal relationships between various economic …
Will Basel III Kill Credit Models? Basel III, with its requirement that banks risk-weight their assets to calculate their capital levels, will bring about sweeping changes in the way banks assess the credits on their books. Banks may need … Continue reading
Principles for the Management of Credit Risk – consultative document While financial institutions have faced difficulties over the years for a multitude of reasons, the major cause of serious banking problems continues to be directly related to lax credit … Continue reading
August 21, 2013
Tagged banking, Basel II, Basel III, Capital Adequacy Ratio, Credit risk, Economics, finance, financial economics, Financial Markets, Financial risk modeling, Financial Services, FRM, Risk, Risk management
Originally posted on Stonegate Search:
Throughout every sell-side market risk function I know pretty much every Managing Director (or equivalent) has been complaining about the amount of time they have to spend dealing with regulators. At first it was a…
Posted in Uncategorized
Tagged Basel II, Basel III, Basis Risk, Beta, Capital Adequacy Ratio, CFA, Derivative (finance), Financial Markets, Financial risk, Financial risk modeling, FRM, Islamic Banking, Liquidity Risk, Market risk, mathematical finance, middle office, PRM, Regulation, Value at risk
Duration and Portfolio Immunization Duration and Portfolio Immunization. Macaulay duration … Example. Bond Market value Portfolio weight Duration. A $10 million 0.10 4. B $40 million 0.40 7.
August 20, 2013
Tagged capital markets, Debt Securities, Financial Education, Financial Markets, Financial risk, Financial Securities, Fixed Income, Hybrid Securities, Immunization, Interest Rate, investments, Market risk, middle office, portfolio, PRM, Risk management
Swaps: Interest rate swap duration Interest rate swaps have a duration?
August 20, 2013
Tagged CFA, Derivative (finance), Derivatives, Duration, ETD, finance, financial economics, Financial Markets, Financial risk, FRM, Future, IRS, Market risk, mathematical finance, OTC, PRM, Swap