Tag Archives: financial economics

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

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Swaps: Interest rate swap duration Interest rate swaps have a duration?

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Buy Vs. Sell-Side Risk Information : Time to Differentiate between “Your Risk” and “My Risk” Reports ….

Well we all are accustomed to reading “Buy” and “Sell-Side” Investment Evaluation Reports prepared by Financial Research Analysts at various FIs such as Investment Companies operating in the Financial Markets. However there seems to be very little focus on developing … Continue reading

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Multi-asset risk measures. We study risk measures for financial positions in a multi-asset setting, representing the minimum amount of capital to raise and invest in eligible portfolios of traded assets in order to meet a prescribed acceptability constraint. We investigate … Continue reading

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