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Stress Testing Money Market Fund Excel Model
Conceptual Model to stress test a money market mutual fund on the SEC requirement.2,9123add_shopping_cart$189.00
Asset and Liability (ALM) Excel Model
ALM Model to compute Earnings at Risk and Equity at Risk for a TIER 3 bank or Credit Union6,0541add_shopping_cart$50.00
Compute 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.9612add_shopping_cart$299.00
CVA Excel Calculator for Derivatives (Credit Value Adjustment)
Calculation of Credit Value Adjustment and Exposure Metrics2,4502add_shopping_cart$299.00
EXCESS IRR Excel Model
The model computes the EXCESS IRR for a set of cashflows at distinct cashflow dates above the market returns.1,005Discussadd_shopping_cart$10.00
Future Value of Inflation Indexed Savings Plan Excel Model
Calculates the future value of an inflation indexed savings plan.302Discussadd_shopping_cart$10.00
CVA Excel Calculator for Interest Rate Swaps
This tool computes Credit Value Adjustment (CVA) for an interest rate swap (all variants) with Madartory Early Termination.947Discussadd_shopping_cart$199.00








