Tag Archives: Financial risk modeling

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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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…

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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

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Top Down Vs. Bottom Up Style of Investment Analysis: Risk Versus Research Desk Perspectives

In the field of Investment Risk and Research Analyses, the research / risk analyst has to make a choice between two asset selection and / or allocation approaches.  First approach is referred to as the “Top Down Analysis” and the … Continue reading

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Price to Earnings Multiple in Context of Stock Market Investments

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

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How to manage Financial Risks using Risk Limits

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

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Comparing VaR models with the other risk measures!

VaR – Value at Risk Model/s today are the bread and butter of FRM. No application and /or discussion in the area of Investment Risk Management can develop or end without discussing value at risk modeling methods. VaR Models are … Continue reading

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