Market Risk Management – Reading List Here my reading list for new members of our risk team at work. The book list covers market risk tools, metrics, philosophy and two books that provide a great review of the financial crisis. Market Risk – Do it yourself Guides Beyond Value at Risk: The New Science of Risk Management (Frontiers [...]
The startup failure cheat sheet. The ten things you should not do as a startup. Once upon a time in a different life I wrote a book on failure. It was a summarized edition of everything that went wrong at the three start up I founded that failed. It was my not-to-do list. Here is a [...]
Now a QAS Sponsor for NASBA National CPE self study program registry. We are very proud and happy to announce our recent status change as an approved NASBA National QAS Sponsor for the CPE self study program registry. It was a year long process that helped us rework with our learning interface and our delivery [...]
Risk Text book, Models at work, available at 50% off. Palgrave Macmillan is running a special year end and launch promotion for Models at Work. For orders placed before 31st December 2013, directly at the Palgrave Macmillan website, Models at Work is available at a special price of GBP 22.5. At 50% off the 650+ page [...]
My first trip to Nairobi was interesting. I had heard a great deal about Africa and imagined a hotel room with wide open space and lush green background. The trip was work related so it wasn’t too much of a disappointment when I had to settle for a heated pool, a gym, a view [...]
For those of you who know me well, I am a sucker for beaches and old friends. When I get an opportunity to combine both, which now increasingly tends to happen in and around the Asia Pacific ICT Awards, I jump at it. Somkiat at Wealth Managment is a friend that Fawzia, Jehan and I [...]
Models at Work – Now available for sale on Amazon.com Models at work, the new text book for practical risk management is now available for sale on Amazon.com. The book’s electronic edition will hit the store on 13th December 2013, just two weeks before yearend. The print edition will be available in stores on 8th [...]
Measuring volatility across markets and asset classes. Pick the right method Here are questions that I recently asked in a workshop that I ran on trading volatility. Was 2004 as a year, more volatile than 2008? Was 2012 a good year for volatility? For a trader in volatility is Brent a better trade than [...]
Every now and then, this lovely city of ours grabs me by the neck and pleasantly surprises me. This Saturday armed with a camera and a trusted partner in crime, I ventured through an unassuming door on Stadium Road for just such a surprise. For what I...
Finance Training Courses celebrates 1 million page views One point one million page views and just over eleven hundred orders. Doesn’t sound like much in this day and age till you factor in that the page views are on posts related to derivative pricing, risk limits, treasury operations, pre settlement risk and Monte Carlo simulations. [...]