|Program||No. of sheets||Description||Price|
|1.||Monte Carlo Simulations||12 excel sheets||This spreadsheet considers various case studies of Monte Carlo Simulations for modelling Cash Flows, Stock Prices(ABM & GBM), Options, Credit Risk, Operational Risk etc.It also covers Choloskey Decomposition for Portfolio modelling using MCS. Random Number Generation Techniques like Invesrse Transform , Acceptance Rejection Method, Box Muller & Polar Method. Variance Reduction techniques like Antithetic, Control Variate, Importance Sampling. At end we cover Bootstrapping as a substitute to simulation.||200$|
|2.||Credit Scoring||20 Excel sheets||This spreadsheet takes data of Retail Customers of Bank and develop a Credit Scoring Logistic Regression Model using concepts of Weight of Evidence & Information Value,also covering Probability of Default concepts using Machine Learning Techniques and techniques of Model Validation like Gains/Gini Chart, ROC.Machine Learning Credit Risk models like SVM, KNearest Neighbour, LDA,Naive Bayes, Heirarchical Clustering,K Means clustering, Neural Networks||250$|
|3.||Credit Derivatives||12 Excel sheets||This spreadsheet covers valuations of all Credit Derivatives like CDO,CMO,IO,PO,PAC & Support Tranche, Tranche Credit Linked Notes, Credit Default swaps, Basket Swaps, nth to default swaps, Total Return swaps.
given the output from a return regression (risk.xls above).
|4.||Mortgage Backed Securities||15 excel sheets||This spreadsheet shows Richard & Roll Models of Modelling Prepayment using 4 factors- Burnout, Seasoning,Refinancing incentive, Seasonality. Also covers valuation of CMO,IO,PO,PAC& Support Tranche and Monte Carlo simulation model to find Option Adjusted spread.||250$|
|5.||Operational Risk Modelling||8 excel sheets||This spreadsheet covers Loss Distribution Approach for modelling Operational Risk.The model starts with Understanding the Probability Distributions,covering Parameter Calibration using MLE and MME, generating Distribution of Operational Losses using Monte Carlo Simulations and Convolution and Finally finding out Operational VaR.The concepts of Power Law and Copulas(Correlation) are also covered.||200$|
|6.||Credit Risk Modelling||10 excel sheets||This spreadsheet covers Altman Z score models, Credit Scoring Models, Merton Model, Proprietary KMV Model, Machine Learning Credit Risk models like SVM, KNearest Neighbour, LDA,Naive Bayes, Heirarchical Clustering,K Means clustering, Neural Networks, modelling Credit Var using Single Factor Model(ASRF),finding Economic Capital for Credit risk using Beta Distributions.||350$|
|7.||Econometrics Modelling||10 excel sheets||This spreadsheet covers the Concepts of Regression & Time Series i.e. Detecting & Correcting Hateroskedasticity, Detecting & Correcting Multicollinearity, Detecting & fixing Omitted Variable Bias, Detecting & Correcting Aurocorrelation, Logistic Regression, Dummy Variable Regression, Checking Covariance Stationarity, Modelling Trend(Linear & Non Linear), Seasonality and Cycles (ARMA- Box Jenkins Methodology),Concepts of ACF, PACF, GARCH and ARCH||350$|
|8.||Basel Modelling||10 excel sheets||This spreadsheet covers modelling VaR using Monte Carlo Simulations & Historical Simulations. Modelling General and Specific Market Risk, Incremental Risk charge, Comprehensive Risk Measure,FRTB Delta Risk Charge, FRTB Vega Risk Charge, FRTB Curvature Risk Charge, FRTB Expected Shortfall, Interest Rate Risk, Modelling Credit VaR using ASRF approach, Advanced Measurement Approach for operational risk capital charge||250$|
|9.||Project Financing & Financial Modelling(FAST Standards)||15 excel sheets||This spreadsheet preparation of CMA reports which includes preparing Financing sheet (showing Drawdown, Moratorium, Repayment Phase), Depreciation schedule as per Income Tax and Co.’s Act, Taxation schedule showing Losses Carried Forward, Unabsorbed Depreciation, Minimum Alternate Tax, Deferred Tax asset/liability, and finally preparation of Pnl, B/s and Cash flow statements.
Financial Modelling workbook covers Valuation of a Public Company using various Economic Drivers and diverse models.
|9.||Market Risk modelling||12 excel sheets||This spreadsheet covers calculation of VaR and ES using simulations, computing volatility using GARCHE and EWMA technique,Term Structure Modelling -HJM,CIR and BDT model calibration, Modelling Correlation using GARCHE/EWMA, Options pricing using Binomial and Blacksholes model, valuing Exotic Options using Simulations||150$|
|10.||Bundle||100’s excel sheets||Bundle of all the above 10 courses||1500$|