Explore
Articles in
Counter Cyclical Buffer
Basel III recommends that banks have a capital buffer to protect against the cyclicality of bank earnings, called the...
Owais Siddiqui
23 Oct 2022
1 min read
Vasicek Model for Probability of Default Modelling
Vasicek Rate Model refers to a mathematical method of modeling the movement and evolution of interest rates.
Owais Siddiqui
23 Oct 2022
1 min read
Unexpected Loss
Unexpected loss refers to the amount that a company could lose in addition to its average (anticipated) loss possibil...
Owais Siddiqui
23 Oct 2022
3 min read
Basel Accord
The Basel Accord is a set of agreements on banking regulations concerning capital risk, market risk, and operational ...
Owais Siddiqui
22 Oct 2022
3 min read
Sample Covariance
The sample covariance estimator uses the sample data for the expectation operator.The sample correlation is generated...
Owais Siddiqui
22 Oct 2022
1 min read
What is Seasonality?
Seasonality in a time series is a pattern that tends to repeat from year to year. Seasonality is mostly linked with s...
Owais Siddiqui
22 Oct 2022
2 min read
Vasicek Model for Interest Rate Modelling
The Vasicek model assumes a mean-reverting process for short-term interest rates. It produces a specific term structu...
Owais Siddiqui
22 Oct 2022
1 min read
Exotic Options
As the word represents, Exotic options are the options that are used rarely and are customised. They are opposite of ...
Owais Siddiqui
21 Oct 2022
2 min read
Net Stable Funding Ratio
The net stable funding ratio is a liquidity requirement that requires banks to have sufficient stable funding to cove...
Owais Siddiqui
21 Oct 2022
1 min read