Tag Archives: middle office

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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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.

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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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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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Functions of a Treasury Middle Office – TMO

What are the functions of a TMO – (Treasury Middle Office) Desk at a bank ? Many are still confused about the actual role of a TMO in a bank. Risk Experts suggest that the role of a middle office … Continue reading

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