Models at Work

1. Front Matter

   Pages i-xxxviii

   PDF

2. Risk

   1. Front Matter

      Pages 1-1

      PDF

   2. What Is Risk

      • Jawwad Ahmed Farid

      Pages 3-33

   3. Measuring Risk

      • Jawwad Ahmed Farid

      Pages 34-99

   4. Managing Risks

      • Jawwad Ahmed Farid

      Pages 100-150

   5. Building Risk Systems

      • Jawwad Ahmed Farid

      Pages 151-167

   6. Stress Testing, Bank Regulation and Risk

      • Jawwad Ahmed Farid

      Pages 168-209

3. Monte Carlo Simulation

   1. Front Matter

      Pages 211-211

      PDF

   2. Monte Carlo Simulators in EXCEL

      • Jawwad Ahmed Farid

      Pages 213-261

   3. Simulation Applications

      • Jawwad Ahmed Farid

      Pages 262-310

4. Fixed Income and Commodity Markets-Dissecting Pricing Models

   1. Front Matter

      Pages 311-311

      PDF

   2. Identifying Drivers for Projecting Crude Oil Prices

      • Jawwad Ahmed Farid

      Pages 313-326

   3. Gold and the Australian Dollar

      • Jawwad Ahmed Farid

      Pages 327-334

   4. Relative Value and the Gold-Silver Ratio

      • Jawwad Ahmed Farid

      Pages 335-349

   5. Correlations: Crude Oil and Other Commodities

      • Jawwad Ahmed Farid

      Pages 350-380

   6. Crude Palm Oil Futures

      • Jawwad Ahmed Farid

      Pages 381-390

   7. Crude Oil and Inflation

      • Jawwad Ahmed Farid

      Pages 391-403

   8. Historical Spreads in Bond Yields in the Indo-Pak Sub-Continent

      • Jawwad Ahmed Farid

      Pages 404-423

   9. Volatility Trends in Commodity Prices

      • Jawwad Ahmed Farid

      Pages 424-437

   10. Energy Insights

       • Jawwad Ahmed Farid

       Pages 438-459

This book provides a much needed 'middle ground' for risk practitioners who need an in-depth understanding of risk management without excessive formulae or theory. Written to appeal to a broad but financially-minded audience, it provides coverage of risk management and the frameworks commonly applied in the financial services industry.

• commodity market
• derivative pricing
• Derivative Securities
• derivatives
• futures
• Inflation
• management
• pricing
• risk management
• service
• Treasury
• volatility

Jawwad Farid has been building and implementing risk models since August 1998. Working with clients on four continents he helps bankers, board members and regulators take a market relevant approach to risk management. He is the founder of Alchemy Technologies, a risk consulting practice and writes about risk and treasury products at FinanceTrainingCourse.com.

Jawwad's expertise includes investment management, product development and risk models. He has advised multiple due diligence teams on risk assessment in banking and insurance sectors, set up FX and commodity hedging desks, built fair value models for illiquid securities for FAS 157 disclosures, helped a 3 billion US$ dollar life insurance fund on allocation and bid patterns for 20 and 30 year bonds, ALM mismatch and fixed income strategy.

He has worked with the securities and banking regulator and the Asian Development Bank on assessing the state of the corporate bond market as well as issued valuation opinions on cross currency swaps, participating forwards and contingent liabilities for Exchange Guarantee Funds in the region.

Jawwad is a Fellow Society of Actuaries (Schaumburg, IL), holds an MBA from Columbia Business School and is a computer science graduate (NUCES FAST). He is an adjunct Faculty member at the SP Jain Global School of Management in Dubai and Singapore where he teaches Risk Management, Derivative Pricing, Project Finance and Entrepreneurship.

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