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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

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
1 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
1 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

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

Black-Scholes-Merton Model

Black-Scholes was the first widely used option pricing model, commonly known as Black-Scholes-Merton. Assumption bein...

Owais Siddiqui
28 Oct 2022
1 min read

Straddle and Strangle

Straddle and strangle are two hedging strategies that expect the stock prices to move significantly away from their c...

Owais Siddiqui
28 Oct 2022
1 min read