Crash Course in Risk Management

Market Risk

A typical Delta matrix (x-axis = vol level, y-axis = spot level) of a Long 1-month EURUSD 1.20 Call.
Credit: Fernando Caio Galdi, L.M Pereira
MC Simulation (1-day, vol = 16% , paths=500 , steps = 1000)

Operational Risk

Credit : Quora

Credit (Counterparty) Risk

Credit risk remedies — XVA

credit: Wikipedia
Credit : Bloomberg

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Global Volatility Trading. Python addict. Bloomberg Junkie. Amateur Boxer and boxing coach (RSB cert.)!No investment advice!

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Harel Jacobson

Harel Jacobson

Global Volatility Trading. Python addict. Bloomberg Junkie. Amateur Boxer and boxing coach (RSB cert.)!No investment advice!

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