Stachanov Solutions

0:08:41

Basel 2 Advanced Measurement Approaches (AMA) operational risk: A simple Excel Monte Carlo Model

0:03:53

A brief explanation of stress testing in banking under Basel rules with an Excel example

0:01:57

Simple bank capital exercise in Excel to estimate bank capital needed using a normal distribution

0:02:09

Risk Weighted Assets RWA under Basel 2: clear explanation with an Excel exercise and exemple

0:05:22

Risk Adjusted Return on Capital (RAROC): risk-based performance management in banking under Basel

0:02:50

How to calculate percentage price changes correctly with natural logs for stock prices

0:11:41

Calculating Unexpected Losses (UL) & Economic Capital Buffer (ECAP) under Basel with Excel example

0:11:08

Stachanov ARGOS notation ou scoring de crédit ; un aperçu des approches de notation en microfinance

0:11:55

Value at Risk or VaR, a tool to master market risk, explained in clear terms with Excel model.

0:07:57

Chaînes de Markov et matrice de migration des notations de crédit. Un exemple Excel.

0:07:58

Concentration risk & diversification for credit portfolio: Herfindahl-Hirschman Index HHI & Basel

0:05:01

Calculating Expected Losses (EL) & loan loss provisioning under Basel with Excel example

0:05:50

Credit scoring in microfinance and banking: 4) The Altman Z score

0:13:32

Credit Scoring Models and approaches: A clear explanation

0:08:23

Rapport risque-rendement : optimisation des portefeuilles de prêts avec le complément Excel Solveur

0:08:23

Risk-Return trade-off: Optimising loan portfolios with Excel Solver Add-in

0:02:13

Les Actifs Pondérés en fonction de Risque (APR) ou Risk Weighted Assets (RWA) en Excel selon Bâle

0:04:22

La distribution Beta-Pert: une alternative pour modéliser la distribution triangulaire dans Excel

0:06:01

Credit Scoring Models : example and explanation of an expert score card model in Excel

0:02:43

How to convert monthly interest rates to annual or yearly rates and back

0:11:16

Stachanov Argos Credit Scoring CESAG / Notation et scoring des crédits dans une manière automatisée

0:08:14

Credit scoring in microfinance and banking: 1: Expert scoring

0:05:09

Calcul des pertes attendues (EL) et du provisionnement pour pertes sur prêts sous Bâle

0:04:44

Frequency of events in risk modelling: the inverse binomial as an alternative for Poisson in Excel