Countering Credit Risk with PFE With commodity and energy prices regaining volatility, most players are struggling to find answers to one of their most critical risk factors – Counterparty Credit Risk. While many, especially in the oil & energy sector, have VaR based tools to measure and manage their Market Risks, few have ventured formally […]
A New “Definitive” model for Risk Risk Edge has recently released its latest Whitepaper on Back-testing Expected Shortfall. The paper presents a New “Definitive” Model for Risk Management and answers several long-standing questions about managing Risks: Why use VaR when it doesn’t give clarity of extreme losses? Can we use Expected Shortfall (ES) to give […]
Whitepaper – Historical vs Implied Volatility We’ve just released our latest Whitepaper – Historical vs Implied Volatility: Which one to use for Computing VaR? The Whitepaper tackles one of the oft-pondered questions in the Risk Manager’s circles – should they use Historical Volatility or use Implied Volatility for calculating VaR. There are generally good arguments […]
Handbook for Risk Requirements & More… Over the last few weeks, we’ve released a new Whitepaper, initiated a “Knowledge Series” of Articles on Commodity Risk Management. Both have received pretty good responses so far. A lot of people have written to us appreciating the publications on Commodity Risk Management, and buoyed by this response we’ve […]
Top 5 Strategies for Growth for Big businesses Many senior management people in big businesses are struggling today with the next phase of growth for their companies. This struggle is sometimes complex to understand as it doesn’t stem entirely from lack of growth. Rather, it is deeply rooted in the desire and demand for break-away […]