Articles
Properties of Bernoulli Distribution
Definition The Bernoulli distribution is a discrete probability distribution which consists of Bernoulli trials. E...
Properties of Uniform Distribution
Definition The most basic form of continuous probability distribution function is called the uniform distribution. It...
Why Commodity Index Strategies are Active Investments
In the equity portfolio management, indexing strategies are considered to be passive portfolio management strategies, si...
How Commodity Investments Can Help a Portfolio
There are several benefits that commodities offer to a portfolio manager as a potential long-term investment option. Som...
Contango and Backwardation in Commodity Markets
In the commodity markets, the relationship between spot prices and futures prices is explained using the concept of cont...
Exchange-Traded Funds, Market Structure and the Flash Crash
This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Current Issues in Financial Markets’. The ...
Sensitivity Analysis (Duration and Convexity)
The sensitivity analysis of fixed-income instruments refers to how the price moves in relation to each of sensitivity es...
Case Study: Equity Derivative Losses at UBS
In 1997, United Bank of Switzerland lost heavily in the equity derivatives market, with estimated losses pegged between...
Calculate and Interpret Covariance and Correlations
Covariance defined In probability theory and statistics, covariance measures the comovement between two variables i.e...
Tails of the Unexpected (Andrew Haldane and Benjamin Nelson)
This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Current Issues in Financial Markets’. The ...
Sovereign Creditworthiness and Financial Stability: An Inter...
Financial stability depends critically on the two-way interaction between banks and governments. Sovereign creditworthin...
Challenges of Financial Innovation
This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Current Issues in Financial Markets’. The ...
Perspectives on Liquidity Stress Testing (Iceland Example)
This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Current Issues in Financial Markets’. The ...
Trust and Delegation (Operational Risk in Hedge Funds)
This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Risk Management and Investment Management’. ...
Chase Manhattan and their involvement with Drysdale Securiti...
Drysdale Government Securities traded in government securities in the secondary market. It had a capitalization of $20 m...
Risk Management for Hedge Funds
This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Risk Management and Investment Management’. ...
A Comparative Assessment of Basel II/III and Solvency II
This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Operational and Integrated Risk Management’. ...
Stress Testing Banks
This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Operational and Integrated Risk Management’. ...
Case Study: Trading Scandal at Kidder Peabody
To cut a long story short; young man armed with an engineering degree from MIT and an MBA from Harvard Business School j...
Sensitivity Measures for a Portfolio
In financial markets assets are managed at a portfolio level which in other words means a large number of securities are...
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