Explore
Articles in

Credit Value Adjustment

The portion that accounts for counterparty risk is known as credit value adjustment. Prime objective of the trader is...

Owais Siddiqui
28 Oct 2022
1 min read

What is Multiple Regression?

A multiple regression analysis examines the relationship between many independent variables and one dependent variable.

Owais Siddiqui
27 Oct 2022
1 min read

Risk Control Self Assessment

A risk control self-assessment (RCSA) requires the documentation of risks and provides a rating system and control id...

Owais Siddiqui
27 Oct 2022
1 min read

Option-Adjusted Spread

There are different interest rates used for different transactions in the financial market. One popular rate is optio...

Owais Siddiqui
27 Oct 2022
1 min read

External Credit Ratings

A credit rating is a measurement of a person or business' ability to repay a financial obligation based on income & p...

Owais Siddiqui
27 Oct 2022
1 min read

Clean and Dirty Price

Coupon bonds have a clean price before any interest is paid.

Owais Siddiqui
26 Oct 2022
1 min read

Fama & French Model

The Fama and French is asset pricing model that builds on the capital asset pricing model by adding size & risk eleme...

Owais Siddiqui
26 Oct 2022
1 min read

Linear Discriminant Analysis

In Linear Discriminant Analysis, variables are selected based on their estimated contribution to the likelihood of de...

Owais Siddiqui
26 Oct 2022
1 min read

Altman Z-Score Model

Altman's Z-Score Model is a numerical calculation that predicts whether a company will go bankrupt in the next two ye...

Owais Siddiqui
26 Oct 2022
1 min read

Extreme Value Theory

Extreme value theory (EVT) is a branch of applied statistics developed to address problems associated with extreme ou...

Owais Siddiqui
26 Oct 2022
1 min read