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Unsecured Wholesale Funding Analysis by sushant ahuja is a document available to read on EtoBox.
What is Unsecured Wholesale Funding Analysis about?
1. The document discusses various topics related to risk management including volatility, power laws, GARCH models, risk measure properties, and interest rate risk tools. 2. It provides examples of calculating probability under a power law distribution and analyzing interest rate risk using a gap analysis. 3. Fund transfer pricing is discussed as illustrating how margins are calculated between different units of a bank for liabilities, funds, and loans. Average costs, yields, and profits are considered
- Author
- sushant ahuja
- Language
- EN