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What is marked to market?

Market to Market is one of the most critical aspects of financial markets these days. By definition, MTM is an accrua...

Owais Siddiqui
31 Oct 2022
1 min read

Ho Lee Model

The Ho-Lee model improves upon the drift to incorporate time-dependency which means that the drift in time 1 will be ...

Owais Siddiqui
31 Oct 2022
1 min read

Basic Indicator Approach

The basic indicator approach, is a set of operational risk monitoring techniques institutions under Basel II capital ...

Owais Siddiqui
31 Oct 2022
2 min read

Knightian Uncertainty

One of the critical aspects of Risk Management is to identify risk. Part of the risk identification process is to fil...

Owais Siddiqui
31 Oct 2022
2 min read

Value at Risk (VaR)

Given a particular likelihood of occurrence, the value at risk (VaR) determines an estimated loss amount at a given c...

Owais Siddiqui
31 Oct 2022
2 min read

Realised Returns

Using the initial investment value and its final value, we can calculate the bond's realised return.This calculation ...

Owais Siddiqui
29 Oct 2022
1 min read

Covariance Stationary

The relationships between its current and previous values stay constant. A time series that is covariance stationary ...

Owais Siddiqui
29 Oct 2022
1 min read

Jensen’s Alpha

Jensen's Alpha is a risk-adjusted performance metric representing the average return on a portfolio or investment abo...

Owais Siddiqui
29 Oct 2022
1 min read

Sox Regulation with Example

The Sarbanes-Oxley Act of 2002 is a United States law designed to protect investors from corporate accounting fraud.

Owais Siddiqui
29 Oct 2022
1 min read

Quantile Function

The quantile function helps you figure out whether values in a distribution are above or below a specific threshold i...

Owais Siddiqui
28 Oct 2022
1 min read