Risk, Treasury & Financial Control

The first exposure. The risk that the other side does not pay, and how it is reduced.

• 01

  Counterparty Exposure: Measuring What Is Actually at Risk

  Calculate

The second exposure. What a balance sheet carries into the market, and the measures for it.

• 01

  Value at Risk and Expected Shortfall: One Book, Two Measures

  Calculate
• 02

  Economic Value Sensitivity: The Duration Gap Under a Shock

  Calculate
• 03

  FX Exposure: Five Positions and Three Ways to Add Them Up

  Calculate

The third exposure. Not the value of the assets but the ability to fund them.

• 01

  Liquidity Gap and Buffer: Build the Ladder, Size the Stock

  Calculate

How every risk above reaches a decision maker, and the model risk in the numbers.

• 01

  Risk Score: Compressing Two Judgements Into One Number

  Calculate
• 02

  Earnings at Risk: What a Rate Move Does to Interest Income

  Calculate
• 03

  Risk Adjusted Return: Return Measured Against Capital Held

  Calculate