Tag Archives: portfolio

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. Advertisements

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Outlining Risk Management Action Plans : Going back to Key Basics!

Developing a Risk Management Action Plan to counteract against Financial and Business Risks is very important for survival of all organizations. However it is of utmost importance for FIs (Financial institutions) to develop a concrete risk management action plan, which … Continue reading

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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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