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Search found 12 matches

by humayunali
June 13th, 2007, 6:50 am
Forum: General Forum
Topic: question about risk weights in IRB basel framework
Replies: 2
Views: 70761

question about risk weights in IRB basel framework

please someone answer
by humayunali
June 9th, 2007, 7:35 am
Forum: General Forum
Topic: question about risk weights in IRB basel framework
Replies: 2
Views: 70761

question about risk weights in IRB basel framework

I have developed a framework for IRB. I have determined cluster groups and have assigned PD to each group. However as soon as PD of a group reaches 50% correlation stops increasing and as a result capital requirement starts declining. Can anyone help me what should do to reduce the problem
by humayunali
March 5th, 2007, 10:01 am
Forum: Careers Forum
Topic: Is CQF worth it
Replies: 12
Views: 85435

Is CQF worth it

<t>Tell me something, if it is really worth it as you mentioned then will the learning be of the level that one can build models and perform other tasks that are mentioned in the description of the modules. I am totally confused. CFA, FRM and PRM gives you charter does CQF has the same quality or on...
by humayunali
February 26th, 2007, 8:01 am
Forum: Programming and Software Forum
Topic: SAS question
Replies: 3
Views: 104275

SAS question

is possible to get a free copy of SAS from somewhere since i can't afford one. I hope you understand
by humayunali
February 26th, 2007, 5:03 am
Forum: Careers Forum
Topic: Is CQF worth it
Replies: 12
Views: 85435

Is CQF worth it

I am from Pakistan. Spending tons of pounds on a six month program, is it worth it. I need some detail from someone who has completed the CQF program. does job market acknowledges it. Anyone........... want to answer this oneRegardsHumayun R. Ali
by humayunali
February 19th, 2007, 11:52 am
Forum: General Forum
Topic: PD Model and Internal Rating
Replies: 5
Views: 82532

PD Model and Internal Rating

I am having great difficulty in determining how to use logistic regression and MDA to calculate PD. Can you help me please do you know of any paper also which software did you use for that
by humayunali
February 19th, 2007, 11:52 am
Forum: General Forum
Topic: PD Model and Internal Rating
Replies: 5
Views: 82532

PD Model and Internal Rating

I am having great difficulty in determining how to use logistic regression and MDA to calculate PD. Can you help me please do you know of any paper also which software did you use for that
by humayunali
February 19th, 2007, 10:46 am
Forum: General Forum
Topic: Logistic regression
Replies: 3
Views: 148657

Logistic regression

<r>I am trying to use logistic regression analysis for determining the variables that define certain event. For instance Default or no default condition. Unfortunatly i do not have much knowledge of stats. Could you help me with this i mean can you tell me if i logistically regress a variable then w...
by humayunali
January 24th, 2007, 10:31 am
Forum: Programming and Software Forum
Topic: good simulation software
Replies: 0
Views: 80990

good simulation software

Which software is the best for good simulation purposes while using visual basic process
by humayunali
January 23rd, 2007, 7:38 am
Forum: General Forum
Topic: @ risk
Replies: 0
Views: 80794

@ risk

does anyone knows from where i can get trial copy of @ risk developer kit version 4 yes version 4 not version 4.1
by humayunali
January 23rd, 2007, 7:34 am
Forum: Programming and Software Forum
Topic: Visual Basic DLL for Excel
Replies: 20
Views: 197490

Visual Basic DLL for Excel

i want to use duration formula that is available in excel. I am using visual basic 6 and visual basic 2005 and want to connect with excel to calculate it
by humayunali
January 11th, 2007, 9:42 am
Forum: Programming and Software Forum
Topic: Visual Basic DLL for Excel
Replies: 20
Views: 197490

Visual Basic DLL for Excel

Can someone help me. I want to use financial formulas in visual basic. does anyone know how to do that. I want to use duration formula of excel.