Tag Archives: Financial Markets

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

Link | Posted on by | Tagged , , , , , , , , , , , , , | Leave a comment

Market risk officers are overstretched, does anyone care?

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 , , , , , , , , , , , , , , , , , , | Leave a comment

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.

Link | Posted on by | Tagged , , , , , , , , , , , , , , , | Leave a comment

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

Link | Posted on by | Tagged , , , , , , , , , , , , , , , , | Leave a comment

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

Posted in Uncategorized | Tagged , , , , , , , , , , , , , , , , , , , , | Leave a comment

Comparison between Basel II/III and Solvency II   The aim of this paper is to conduct a comprehensive but concise in-depth comparison between Basel II/III and Solvency II

Link | Posted on by | Tagged , , , , , , , , , , , , , , , , , , , , , , , | Leave a comment

How Risk Management Is Different for Islamic Financial Firms – For Dummies

How Risk Management Is Different for Islamic Financial Firms – For Dummies.

Posted in Uncategorized | Tagged , , , , , , , , , , , , , , , , , , , | Leave a comment