PinnedMANOJ RATHI,FRM,FCS,DipIFRS(ACCA)Simplified Standardized Approach for Market Risk Capital Computation in IndiaWith the beginning of 1st April 2024, Indian Banks are expected to compute their Capital requirements for Market Risk using the Simplified…Mar 31Mar 31
MANOJ RATHI,FRM,FCS,DipIFRS(ACCA)Profit and Loss (P&L) Explainer: Breaking down the PNL components- A Market Risk perspectiveThe Profit and loss in Trading book is the sacrosanct truth which helps evaluate the performance of traders and keeps the risk managers…Jun 30Jun 30
MANOJ RATHI,FRM,FCS,DipIFRS(ACCA)X-Valuation Adjustment FamilyXVA (or XVAs) family of counterparty adjustments is a crucial set of valuation adjustments used in the pricing and risk management of…May 1May 1
MANOJ RATHI,FRM,FCS,DipIFRS(ACCA)Basel@50 : Origin of Global Regulations for the Banking LandscapeThe year 2024 marks a significant milestone for the global banking industry, as the Basel Committee on Banking Supervision (BCBS) more…Apr 13Apr 13