For building the model, we will divide our data into two different data ... Continue reading
Risk Management
German Credit Data : Data Preprocessing …
The purpose of preprocessing is to make your raw data suitable for the data ... Continue reading
Import Credit Data Set in R …
We are using the German Credit Scoring Data Set in numeric format which ... Continue reading
Case Study – German Credit – …
We will preform various steps in building our predictive model. These steps ... Continue reading
Classification vs. Regression Models …
While building any predictive model, it is important to first understand ... Continue reading
Credit Risk Modelling – Case Studi …
In this tutorial, we will learn credit risk modeling in R using case ... Continue reading
Role of Data Science in Risk Management …
Risk management is an integral part of any financial institution. All ... Continue reading
Calmar Ratio: Definition, Calculation, a …
Calmar ratio is a popular risk-adjusted measure used by investors in their ... Continue reading
Backtesting Quantitative Trading Strateg …
Backtesting is one of the most important steps in building a successful ... Continue reading
YIELD MANAGEMENT INC. TOKYO, JAPAN REVIE …
March 2018: Rising Interest Rates The word inflation is regular topic now ... Continue reading
Modelling Probability of Default Using L …
While building credit risk models, one of the most important activities ... Continue reading
The PRMIA Credit and Counterparty Risk M …
Professionals in the field of Credit Risk Management are expected to have a ... Continue reading
Hedge Funds, Leverage, and the Lessons o …
The President’s working group on financial markets composed of the ... Continue reading
How to Calculate Annualized Standard Dev …
A stock trader will generally have access to daily, weekly, monthly, or ... Continue reading
Role of Risk Management …
The role of risk management function is to enable the company to maximize ... Continue reading
Operational Data Governance …
The concept of data governance has come about because traditional methods of ... Continue reading
How Companies Choose Their Risk Profile …
Once a company's firm-wide risks are identified and measured, the question ... Continue reading
ALM Overview – Dimensions of Risk …
This document provides an excellent overview of ALM and financial risk ... Continue reading
Case Study: Equity Derivative Losses at …
In 1997, United Bank of Switzerland lost heavily in the equity derivatives ... Continue reading
Tails of the Unexpected (Andrew Haldane …
This reading is a part of the syllabus for FRM Part 2 Exam in the section ... Continue reading