Alchemy - Risk, Basel II, and Actuarial Consulting

Difference between the first complimentary issue and the regular subscription


Item	Complimentary 1st issue	Regular subscription

Data set	30th August 2008	15th of the preceding month For instance the issue out on 10th May 2009 will use data as of 15th April 2009
Covered KSE securities	Top 25 by volume	Top 50 by volume
Interest rate models	Simple forward rates using Hunt and Terry	Black, Derman and Toy arbitrage free
Commodities	None	Oil, Gold, Copper, Grains
Option premiums on currency pairs	None	Yes
Correlation Matrix	None	Between major risk groups (Equities, Commodities, Interest Rates, FX)