Satish Ramanathan
Quantitative Analyst Follow 14
Quantitative Analyst Follow 14
- views 10k
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- Downloadable Best Practices 7
Stress Testing Money Market Fund Excel Model
Conceptual Model to stress test a money market mutual fund on the SEC requirement.2,232Discussadd_shopping_cart$189.00Asset and Liability (ALM) Excel Model
ALM Model to compute Earnings at Risk and Equity at Risk for a TIER 3 bank or Credit Union4,0371add_shopping_cart$50.00Compute Incremental Risk Charge for a Bond Using Monte Carlo Simulation
A prototype to compute the incremental risk charge (IRC) for a bond position using a novel monte carlo simulation.7362add_shopping_cart$299.00CVA Excel Calculator for Derivatives (Credit Value Adjustment)
Calculation of Credit Value Adjustment and Exposure Metrics2,0072add_shopping_cart$299.00EXCESS IRR Excel Model
The model computes the EXCESS IRR for a set of cashflows at distinct cashflow dates above the market returns.765Discussadd_shopping_cart$10.00Future Value of Inflation Indexed Savings Plan Excel Model
Calculates the future value of an inflation indexed savings plan.128Discussadd_shopping_cart$10.00CVA Excel Calculator for Interest Rate Swaps
This tool computes Credit Value Adjustment (CVA) for an interest rate swap (all variants) with Madartory Early Termination.372Discussadd_shopping_cart$199.00