Excel
02 Dec 2008
Archives By Date
Peruse all Bionic Turtle articles by date! They are in reverse chronological order, so the latest articles are at the top. If you can't find it here, please use the Search Box on the upper right hand corner of this container, beside the Premium tab.
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2007
October
18 Basel II: Summary Issues & IRB spreadsheet
17 Basel II: Second and Third Pillars
15 Basel II: Backtesting the VaR Model with the traffic light
10 Basel II: Credit Risk Mitigation
09 Basel II: Concentration risk
09 Basel II: Cheatsheet for 2007 FRM
08 Basel II: Internal ratings-based (IRB) credit risk function
05 Friday movie published: Investment Risk, Part 1
04 Basel II: IRB Approach concepts
03 Basel II: Approaches to credit risk
02 Basel II: Scope and capital definition
September
28 Barbell vs. Bullet Bond Portfolio
27 Impact of yield, maturity, coupon and rating on duration
26 Modified vs. Macaulay Duration
21 Friday’s Movie: Basel II (2007 FRM)
19 Dollar value of an 01 (DV01)
18 Forward rates and spot rates
14 Bootstrapping the discount function. FRM 2007
13 Movie: Operational Risk, Part 2
12 Compound Frequencies (simple, semiannual, monthly, daily). 2007 FRM.
11 Accrued Bond Interest. 2007 FRM.
10 Bond Price vs. Par. 2007 FRM
07 Friday’s Movie: Operational Risk, Part 1 (2007 FRM)
06 Price an annuity and perpetuity. FRM 2007
05 Yield to Maturity (YTM). 2007 FRM
03 Liquidity risk: Liquidity-adjusted Value at Risk (LVaR)(2007 FRM)
August
31 Liquidity risk: Factors that impact liquidity
30 Liquidity risk: Definitions (2007 FRM)
29 Foreign Exchange: Adding Competition (2007 FRM)
28 Foreign Exchange: Volatility-minimizing hedge (2007 FRM)
27 Foreign Exchange: Price & Quantity Risk (2007 FRM)
25 Friday’s Movie: Advanced Credit Risk, Part 2
24 Friday’s Movie: Advanced Credit Risk (1st of 2)
23 Foreign Exchange. Off-balance-sheet currency hedge (2007 FRM)
22 Foreign Exchange. 2007 FRM: On-balance-sheet hedge on currency exposure
21 Foreign Exchange. 2007 FRM: FX Intro
20 Market Risk
17 Value at Risk (VaR). 2007 FRM. Methods
16 Value at Risk (VaR). 2007 FRM, Part 12. Diversification
15 Value at Risk (VaR). 2007 FRM, Part 11. Incremental & Component VaR
14 Value at Risk (VaR). 2007 FRM, Part 10: Diversified Portfolio VaR