Products:
Pakistan Risk Review
Why Pakistan Risk Review?
Benefits
Uses & Applications
Subscribe



 

 
 
 

 

  Risk
  • Establishing the top 50 most liquid securities in capital market

  • Calculating holding period returns including dividends and corporate actions

  • Tracking risk and volatility numbers using 60 day moving averages

  • Value at Risk estimates for margin and securities lending business

  • Projected worst and best case ranges for interest rates, foreign exchange, commodities and listed securities

  • Quantifying risk and reward relationships for local portfolio choices

  • Recording credit spreads between KIBOR and Treasury rates
  
  Calibration and validation
  • Independent and external validation for market movement drivers and risk factors including alpha and beta

  • Calibration and benchmarking internal risk models used for capital charge and capital allocation calculations

  • Contextual and background data for Internal Capital Adequacy (ICAAP) assessment reports

  • Volatility estimates and option premiums for interest rates and foreign exchange currency pairs

  • Documenting historical correlations between domestic performance and international commodity prices

  
  Policy & Limits
  • Creating market risk limits based on Value at Risk estimates

  • Determining numerical basis for policy formulation

  • Measuring risk which cannot be mitigated through diversification
 
  Performance
  • Measuring performance of equity portfolios with respect to benchmark index

  • Establishing input parameters for Capital Asset Pricing Model

  • Calculating the expected impact of “beyond worse case” scenarios on portfolios

  • Comparing Risk Adjusted Returns across different funds (or groups of funds)

  • Monitoring of market exposures and benchmarking yourself against market averages
 
     
 

Home | About Us | Products | Solutions | News | Knowledge | Join Us | Contact | Sitemap
Oil Insights |Learning Finance |Startup Insights
© Copyright 2008 Alchemy Technologies (Pvt). Ltd.