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What is marked to market?
Accounting & Finance Concepts

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 accrual accounting measure

Owais Siddiqui
31 Oct 2022
4 min read
Ho Lee Model
Accounting & Finance Concepts

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 different than time 2

Owais Siddiqui
31 Oct 2022
5 min read
Basic Indicator Approach
Accounting & Finance Concepts

Basic Indicator Approach

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

Owais Siddiqui
31 Oct 2022
2 min read
Value at Risk (VaR)
Risk & Quantitative Finance

Value at Risk (VaR)

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

Owais Siddiqui
31 Oct 2022
3 min read
Knightian Uncertainty
Risk & Quantitative Finance

Knightian Uncertainty

One of the critical aspects of Risk Management is to identify risk. Part of the risk identification process is to filter risks into degrees

Owais Siddiqui
31 Oct 2022
2 min read
Realised Returns
Risk & Quantitative Finance

Realised Returns

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

Owais Siddiqui
29 Oct 2022
6 min read
Covariance Stationary
Risk & Quantitative Finance

Covariance Stationary

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

Owais Siddiqui
29 Oct 2022
1 min read

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