Risk management. Risk systems for Central Banks. If you were tasked to build an ideal risk management system for a central bank, what would you look for? To answer this question you have to ask a different question first.Figure 1 Risk Management. Risk Software – Central BanksIf you are a central bank in Europe, Middle East, [...]
Making risk education richer with images. A 12 month selection from 2012-2013.Compared to our first two years, year three turned out to be much more richer in term of the quality of our content, our images and our graphical presentation.I still vividly remember the it’s just text comment Mark Broadie made when he first saw [...]
Risk jobs – Picking between Credit vs. Market vs. Treasury analysts role Here is how it has played out for the last ten years. I start wrapping up a risk training workshop or an evening class from my executive MBA students and a member of the audience walks up to me in Dubai, Abu Dhabi [...]
Value at Risk for Interest Rate & Cross Currency Swaps – EXCEL worksheet overviewThe Historical Simulation approach has become the default approach for us to work with when it comes to non liquid securities linked to liquid primary markets. Long dated cross currency and interest rate swaps on exotic emerging and frontier market pair fall [...]
Risk Training’s new interface for 2013 We asked, you answered, we delivered. Based on your feedback, the absolutely essential Google page analytics tool and our friends at Pingdom.com we have been hard at work for the last few months. You, dear readers, asked us to deliver:A faster, more responsive site. More focus on risk, risk training and risk [...]
Setting Stop Loss Limits – limit review triggers and back testing. In our case study on setting stop loss limits we reviewed stop loss limit estimates for Oil, Gold and Silver futures trading. In this post we will take a look at market based triggers that should lead to a review of stop loss limits.Changing Volatility Frequency [...]
700 risk model training pdf and excel downloads later.A year ago, just before the ids of March kicked off we booked our biggest month of sales. While FinanceTrainingCourse.com had evolved and grown ever since its humble beginning as a wordpress blog, last year was special. We had scrounged to put together a workable budget for [...]
Book Review: The Upside of Irrationality: The Unexpected Benefits of Defying Logic at Work and at HomeAccording to economists human beings are rational and can make rational decisions that will maximize benefit. However, given the most recent financial crisis, the political and cultural chaos we see around us, we know that this is not the [...]