This whitepaper on P&L Attribution Analysis aims to identify the factors that contribute to the change in a portfolio’s market value between two time periods. The factors could be market movements, new positions, closure of positions or contract amendments, or even corrections.

The paper shows multiple models that can be used for predicting defaults, along with their results on how they fared in terms of accuracy. The paper not only gives a brief about the models, so as to not give them a “black-box” feel but also shows how they can be tweaked in multiple ways using advanced Machine learning techniques to improve their accuracy!

In this paper we answer the question – Where are Brent Crude prices headed? This paper uses a unique approach of modeling prices and fundamental data by using Artificial Intelligence / Machine Learning based techniques.

This Whitepaper covers 21 case studies of different Risk Management failures, and also analyses what caused those failures. We also analyze the events by industry and time period to derive deeper insights into patterns of these failure events.

In this whitepaper, written purely for practitioners with such concerns, we decode the Interplay between Currencies and Commodities. We use 5 currencies and see how they influence Crude Oil prices. We tell you why correlation is a bad way of measuring this relationship, and how a Multi-variate Linear Regression Model can be used to establish it. We also do Causality tests and Principal Component analysis to back up the results.