Sudhakar CVFRTB -> IMA -> Risk Factors & NMRF: Balancing for Capital Requirements.The balancing act involved in designing an internal model (IMA) under the Fundamental Review of the Trading Book (FRTB) framework. Here’s a…Mar 7Mar 7
Sudhakar CVFRTB OverviewFRTB introduces various changes to Basel 2.5 Market Risk capital rules, the definition of banking and trading books are more prescriptive…Feb 27Feb 27
Sudhakar CVThe Silicon Valley Bank CollapseOn March 10, 2023, Silicon Valley Bank (SVB) failed after a bank run, causing the largest bank failure. The collapse of SVB has had a…Mar 14, 2023Mar 14, 2023
Sudhakar CVCurrency Valuation: How Are Exchange Rates DeterminedA currency has value if it functions as an effective medium of exchange and a store-hold of wealth. May have asked me this doubt how the…Feb 28, 2022Feb 28, 2022
Sudhakar CVPricing Options using BSM.Options are complex instruments, it is a derivative based on the value of underlying securities such as stocks. options are contracts that…Jun 11, 2020Jun 11, 2020