<t>Hi, We have a problem on computation of VAR for short term moneymarket assets like Bank CDs (certificate of deposits). They correct way probably is to compute VAR off the credit curve. however, the pecularities of the market are such that while there are a lot of OTC trades, these are not reporte...

<t>Interpolation is a simple arithmetic average of the two numbers involved. YTM or the yield curve should technically denote the level of interest rates for the tenors existing in the market. For eg. if there are 10 points on the Yield curve then each of the point will denote the interest rate of t...

Dr. Yargeni`s site is good enough Chk that out

Dr. Yargini`s site is good enough Chk that out

Dr. Yargini`s site is good enough Chk that out

see reuters or bloomberg for quick reference.

<t>Hi, In countries like China and India it is often debated as to why their people excel often in the US and can`t show same results in their own country. Probably it has something to do with the animal instinct of experiencing enhanced enthusiasm and creativity when they change their habitat? is t...

Hi Pl find an interesting article on the current topic

<t>China is no doubt expected to perform and prove true to the expectations. However, the west and the rest need to realise that in the process they would be creating a hegemony that would be difficult for them to reign. It would be better to create or shd I say encourage other economies like India ...

<t>Hi Even I have posted a query on Risk involved in Liquid Funds. At the moment what we are montioring the portfolio on the basis of their daily returns volatility. It is difficult to monitor their portfolio credit quality on a daily basis as most of the funds do not declare it on a daily basis. At...

<t>Hi shailesh Nice to see you. What we are doing at the moment is running a portfolio of about 10 mutual funds. We are investing only in their Liquid funds. The yield on our portfolio is better than the Repo rate (Since we see our investment as an alternative to the repo). But what we are not clear...

<t>HelloNonius I am currently holding a portfolio of 10 different liquid funds. I have been tracking their daily returns volatility and 7 day rolling returns. I have also been using sharpe ratio to monitor their performance. However I would like to know if there is any other way of monitoring their ...

Hi there I need some help on risk management of a liquid fund portfolio. Thanks

Hi there, This is swapnil Here. Can you send me those papers you have on Fixed income and MBS pl.My email id is swapnild@vsnl.netthanks Swapnil

Thanks guys