Satish RamanathanQuantitative Analyst Follow
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Satish Ramanathan
Quantitative Analyst
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Satish is a seasoned risk management professional consulting Financial Institutions. He has served as quantitative analyst in product companies and has developed models to measure Risk parameters. He has also developed many prototypes in stress testing banks’ banking book and stress testing money market mutual funds. Lately, he has consulted banks and start-ups in the area of applying machine learning algorithms to effectively model credit risk for banks.
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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 Union386Discussadd_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.1582add_shopping_cart$299.00Stress Testing Money Market Fund Excel Model
Conceptual Model to stress test a money market mutual fund on the SEC requirement.339Discussadd_shopping_cart$189.00EXCESS IRR Excel Model
The model computes the EXCESS IRR for a set of cashflows at distinct cashflow dates above the market returns.322Discussadd_shopping_cart$10.00Future Value of Inflation Indexed Savings Plan Excel Model
Calculates the future value of an inflation indexed savings plan.34Discussadd_shopping_cart$10.00CVA Excel Calculator for Derivatives (Credit Value Adjustment)
Calculation of Credit Value Adjustment and Exposure Metrics5002add_shopping_cart$299.00
