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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

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