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 Differentiation of Market Risk Characteristics among Sharia Compliant and Conventional Equities listed on the Pakistani Capital Market – KSE 100 Index over a selective time period
 Interest Rate Forecasting
 Will Basel III Kill Credit Models?
 Principles for the Management of Credit Risk – consultative document
 Market risk officers are overstretched, does anyone care?
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Market risk officers are overstretched, does anyone care?
Originally posted on Stonegate Search:
Throughout every sellside 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 Basel II, Basel III, Basis Risk, Beta, Capital Adequacy Ratio, CFA, Derivative (finance), Financial Markets, Financial risk, Financial risk modeling, FRM, Islamic Banking, Liquidity Risk, Market risk, mathematical finance, middle office, PRM, Regulation, Value at risk
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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 manageĀ 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
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
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
Posted in Uncategorized
Tagged Basel III, Capital Adequacy Ratio, Financial risk, Financial risk modeling, Value at risk
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Financial Risk Management – MATLAB – MathWorks Useful website for beginners in FRM!