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Asset and Liability (ALM) Excel Model
ALM Model to compute Earnings at Risk and Equity at Risk for a TIER 3 bank or Credit Union2,8081add_shopping_cart$50.00Stress Testing Money Market Fund Excel Model
Conceptual Model to stress test a money market mutual fund on the SEC requirement.1,844Discussadd_shopping_cart$189.00Compute 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.6282add_shopping_cart$299.00CVA Excel Calculator for Derivatives (Credit Value Adjustment)
Calculation of Credit Value Adjustment and Exposure Metrics1,7122add_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.669Discussadd_shopping_cart$10.00Future Value of Inflation Indexed Savings Plan Excel Model
Calculates the future value of an inflation indexed savings plan.97Discussadd_shopping_cart$10.00