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Mastering Risk Modelling Models

Price:
£250.00
SKU:
MRM500
Brand:
SFL
Weight:
0.00 LBS
Shipping:
Free Shipping
Quantity:
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Product Description

Mastering Risk Modelling Models

These files are unprotected and complete for further development. These are complete unprotected files.

1

Overview

Scope the book

   

Example model

   

Basic statistics in Excel - tools and methods

   

Objectives of risk modelling

     

2

Review of Model Design

Model design and structure – key steps

   

Advantages

   

Disadvantages

   

Modelling objectives

   

Design objectives and mistakes

   

Features

   

Auditing

     

3

Risk and Uncertainty

Risk

   

Uncertainty

   

Response to risk

   

Methods

     

4

Project Finance Model

Sources of risk

   

Forecasting

   

Risk process

   

Methods

     

5

Simulation

Simulation methods

   

Building blocks

   

Procedure

   

Real estate example

     

6

Financial Analysis

Process

   

Environment

   

Industry

   

Financial Statements

   

Profit and Loss

   

Balance Sheet

   

Operating Efficiency

   

Profitability

   

Financial Structure

   

Du Pont Ratios

   

Market Ratios

   

Trend Analysis

   

Cash Flow

   

Forecasts

   

Financial Analysis Summary

     

7

Credit Risk

Cash flow

   

Cover ratios

   

Sustainability

   

Capacity to borrow

   

Beaver model

   

Bathory model

   

Z scores

   

Springate

   

Logit

   

H Factor

   

Ratings agencies

     

8

Equity Valuation

Intro/Methods

   

Cash flows

   

Capital structure

   

Valuation and returns

   

Sensitivity analysis

   

Management summary

     

9

Bonds

Bond prices

   

Interest rates

   

Fixed income models

   

Yield, duration and convexity

   

Duration and maturity

   

Convexity

   

Comparison

     

10

Options

Reasons to manage risk

   

Options

   

Options example

   

Options hedging strategy

   

Options simulation

   

VBA approach

   

Black Scholes

   

Binomial Tree

     

11

Real Options

Intro/Method

   

Project - determining value

   

Option to delay a project

   

Option to abandon a project

   

Option to expand a project

     

12

Equities

Portfolio optimisation

   

Historic data

   

Returns summary

   

Finding optimum mix of risk and return

   

Simulation

   

Portfolio

     

13

RiskAdjusted Return on Capital

Capital allocation

   

Risk adjusted return on capital calculation

   

Inputs and calculations

   

Sensitivity

   

Returns

     

14

Value at Risk

Value at Risk methodology

   

VAR for a single asset

   

VAR for a two asset

   

Three asset VAR

     

15

Credit Risk and Credit Metrics

Intro/Theory

   

Portfolio approach

   

Overview of components

   

Single asset

   

Two bond Portfolio

   

Simulation method


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