- 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
- Interest Rate Forecasting
- Will Basel III Kill Credit Models?
- Principles for the Management of Credit Risk – consultative document
- Market risk officers are overstretched, does anyone care?
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Tag Archives: Beta
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…
We often refer to volatility as risk! yes it is a barometer of Financial Risk indeed. Before I start writing this blog in detail, let me ask myself few basic research questions as shown in the order given below: But … Continue reading
Many Stock Traders today are using PE Multiples for different reasons. I have seen the greatest abuse and misuse of such ratios as a risk manager in the financial sector. I had way too many arguments with Dumbo Non-Technical Traders … Continue reading
Financial Risk Limits can help a Fund Manager/ Dealer/Trader and others who perform similar functions to manage Market, Credit, Asset Liquidity and Operational Risks in a more well planned and controlled manner. Financial Risk Limits are of different types and … Continue reading