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Basis Curve Introduction
Author(s):
Tim Xiao (see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
basis curve, curve construction, curve bootstrapping, zero rate curve
Zero Rate Curve Bootstrapping
Author(s):
Tim Xiao (see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
zero rate curve, yield curve, interest rate curve, curve construction, curve bootstrapping
Yield Curve Introduction
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
yield curve, zero rate curve, yield curve construction, yield curve bootstrap
Monte Carlo Value At Risk Introduction
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Value at Risk, VaR, Monte Carlo VaR, market risk, financial market
Risk Sensitivity Introduction
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Risk sensitivity, Greeks, Delta, Gamma, Vega, Theta
Parametric VaR Introduction
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Value at Risk, VaR, parametric VaR, market risk, financial market, trading risk, risk analytics
Market Risk Economic Capital
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Economic capital, market risk, VaR, unexpected loss, time horizon scaling, confidence level scaling
Financial Market Introduction
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Financial market, financial returns, market price, model price, no arbitrage
Incremental Risk Charge (IRC) Introduction
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Incremental risk charge, IRC, default risk, credit migration risk, constant level of risk, liquidity horizon
An Overview of Standard Initial Margin Mode
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Margin, initial margin, standard initial margin model
Historical VaR
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
value at risk, VAR, historical VaR
Cap Implied Volatility
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
implied volatility, cap volatility, cap and floor
FRTB Standardized Approach
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Fundamental Review of the Trading Book, FRTB, standardized approach, internal model approach, Sensitivity-based risk charge, Default risk charge
Funding Valuation Adjustment
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
funding valuation adjustment, FVA, credit risk, credit exposure approach, least square Monte Carlo approach, funding cost
Credit Valuation Adjustment (CVA) Introduction
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Credit value adjustment, CVA, credit risk, valuation, risk management
Collateral Management
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Collateral, credit risk, counterparty credit risk, valuation
The aggregate of professed firm culture elements
Author(s):
Kiril Dimitrov (see profile)
Date:
2017
Group(s):
Business Management, Global & Transnational Studies
Subject(s):
Critical management studies
Item Type:
Article
Tag(s):
strategic management, organizational culture, corporate culture, firm culture, professed culture
Counterparty Credit Risk Simulation Methodology
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Counterparty Credit Risk Introduction
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
credit risk, counterparty credit risk, credit risk modeling, default risk
The Professed Culture of the Business Organizations in the Defense Industry in Bulgaria. What Does it Look Like? And do they Need it?
Author(s):
Kiril Dimitrov (see profile) , Ivaylo Ivanov
Date:
2020
Group(s):
Business Management, Global & Transnational Studies
Item Type:
Article
Tag(s):
defense sector, organizational culture, firm culture, corporate culture, professed culture
Microfinance Service in Pakistan over the decade
Author(s):
Ayesha Majid (see profile)
Date:
2020
Group(s):
Asian Business Review, Business Management
Subject(s):
Sociology of finance, Economics, Business writing
Item Type:
Article
Tag(s):
microfinance, bank
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
credit value adjustment (CVA), credit risk modeling, financial derivative valuation, collateralization, margin and netting.
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
valuation model; credit risk modeling; collateralization; correlation, CDS.
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
defaultable interest rate swap, bilateral defaultable claim, credit asymmetry, market models
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
bilateral defaultable derivatives, credit asymmetry, market models, Black model, LIBOR Market Model

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