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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

What is 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
2 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

Loss Frequency and Loss Severity

The frequency of claims is the number of claims an insurer expects to occur over a period of time, while the severity...

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

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
2 min read