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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       . Advertisements

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Interest Rate Forecasting Forecasting Interest Rates. Structural models are an attempt to determine causal relationships between various economic …

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Will Basel III Kill Credit Models?   Basel III, with its requirement that banks risk-weight their assets to calculate their capital levels, will bring about sweeping changes in the way banks assess the credits on their books. Banks may need … Continue reading

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

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Managing Investment Risk Just because you take investment risks doesn’t mean you can’t exert some control over what happens to the money you invest. In fact, the opposite is true.

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