Peaks2Tails Company
Peaks2Tails Company
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วีดีโอ

RWA | Standardized Approach | IRB approach | CAR | General Provisions | Specific Provisions
มุมมอง 1.1K14 วันที่ผ่านมา
Learn complete Credit Risk, Market Risk, Deep Quant Finance, Risk and AI, Climate Risk at Peaks2tails.
Bootcamp in Automated Trading - Orientation Session | Part 1 | How to be successful in markets
มุมมอง 729หลายเดือนก่อน
- Join our 50 hours course on Automated trading at www.peaks2tails.com | Call 869786 9786 for more details.
Risk and AI by GARP | Machine Learning using Risk
มุมมอง 1.4K2 หลายเดือนก่อน
Join our 200 hours course on Risk and AI by GARP Join our 225 hours course on Credit Risk Modelling Join our 200 hours course on ICAAP, ILAAP and IRRBB Join our 175 hours course on Market Risk Modelling Join our 200 hours course on Deep Quant Finance www.peaks2tails.com
"Unlocking Financial Fortitude: A Glimpse into the World of an FRM Charterholder"
มุมมอง 6833 หลายเดือนก่อน
To register for FRM Part 1 or FRM part 2, visit www.ulurn.in or call at 9674006544
IFRS 9 ECL Walkthrough | EXCEL PROTOTYPE
มุมมอง 4.4K5 หลายเดือนก่อน
For consulting and customized solutions contact us at 8697869786 or karan@peaks2tails.com
Orientation Session for Bootcamp In Credit Risk
มุมมอง 3.5K8 หลายเดือนก่อน
How to start classes ? How to access materials ? How to ask doubts ? How to get placement assistance? How to take exams ?
Logistic Regression , MLE, VIF, Likelihood ratio test, GoF Test, AIC/BIC, Pearson/Deviance Residuals
มุมมอง 2.8K9 หลายเดือนก่อน
C - Coefficient estimation using MLE A - Assumption Checking - Multicollinearity using VIF T - Testing Individual coefficients and overall model - Wald test, Likelihood ratio test, Wald and Score test E - Exhaustive variable selection -Sequential forward floating, Recursive feature elimination G - Generalisation of model O - Observed - Predicted PD - Pearson and Deviance residuals R - R square ...
Credit Risk | PRA | EBA | Fed | RBI | Basel | CRDIV | CRR | IFRS 9 | CECL | ALL | ICAAP | CCAR DFAST
มุมมอง 4.9Kปีที่แล้ว
Scoring Models, Calibration Models, Migration Analysis, Roll Rate analysis, Survival/Hazard Models, Competing Risk Models, Pluto Tasche Model, Age Period Cohort, GLMM, Single Risk Factor, Simulation Models, Charge Off Models, LGD Component Models, Prepayment Models, CCF Models
Sustainability Climate Risk by GARP | Climate Risk Modelling
มุมมอง 3.8Kปีที่แล้ว
Register for SCR at www.peaks2tails.com
LGD | Chain Ladder Method | Run Off Triangle
มุมมอง 2.3Kปีที่แล้ว
Attend our 150 hours program on Credit Risk modelling using excel and python. Basic Understanding 01 Understanding Loan Lifecycle 02 Scorecards vs Basel vs IFRS9 vs CCAR models 03 Excel hands - on - Data Preparation for Model development Scorecards 01 Application Scorecard vs Behavioral Scorecard 02 Understanding Bad definition 03 Excel hands-on - Roll Rate Analysis (to incorporate bad flag) on...
Parametric VaR | Market Risk | FRTB
มุมมอง 1.9Kปีที่แล้ว
Learn Market Risk Modelling using Python VaR & Expected Shortfall FRTB - Standardized Approach FRTB - Simplified Standardized Approach FRTB - Internal Models Approach PnL Attribution & Backtesting Exposure Modelling SA-CCR CVA Capital Charge XVA Toolbox
CREDIT RISK APPLICATION SCORECARD | DATA SCIENCE & CREDIT RISK
มุมมอง 11Kปีที่แล้ว
Data Preparation - MENTOS Scorecards - Application & Behavioral Loss Modelling - Vintage & Flow rate Basel TTC PD - Logistic Regression & Decision Tree PD with and without cure Basel ASRF (Vasicek) approach Basel LGD - Tobit, Beta & Fractional Logit Regression LGD for secured and unsecured loans Basel EAD - Fixed Horizon, Variable Horizon & Cohort Approach EAD for credit cards (CCF) and term lo...
Weight of Evidence Calculation | Scorecards | Logical bins
มุมมอง 5Kปีที่แล้ว
Attend our 150 hours program on Credit Risk modelling using excel and python. Basic Understanding 01 Understanding Loan Lifecycle 02 Scorecards vs Basel vs IFRS9 vs CCAR models 03 Excel hands - on - Data Preparation for Model development Scorecards 01 Application Scorecard vs Behavioral Scorecard 02 Understanding Bad definition 03 Excel hands-on - Roll Rate Analysis (to incorporate bad flag) on...
Behavioral Scorecards_Teaser | Mortgage Portfolio | CREDIT RISK MODELLING
มุมมอง 1.9Kปีที่แล้ว
Join our 125 hrs course on Credit Risk Modelling using Excel & Python The contents include Application & Behavioral Scorecards Basel IRB approach IFRS 9 Point in time PD CCAR Modelling for stress testing LGD & EAD Modelling Wholesale Portfolios Low default portfolios Model Validation peaks2tails.com/Product/ProductIndex
Market and Counterparty Capital Charge (XVA) | FRTB | Delta Risk Charge | Excel
มุมมอง 1.2Kปีที่แล้ว
Market and Counterparty Capital Charge (XVA) | FRTB | Delta Risk Charge | Excel
Market & Counterparty Capital Charge | Basel | FRTB | SA-CCR | XVA
มุมมอง 4.9Kปีที่แล้ว
Market & Counterparty Capital Charge | Basel | FRTB | SA-CCR | XVA
How to Leverage Chat GPT to prepare for Credit Risk Modelling | Chat GPT | Basel | IFRS 9
มุมมอง 2.8Kปีที่แล้ว
How to Leverage Chat GPT to prepare for Credit Risk Modelling | Chat GPT | Basel | IFRS 9
Model Validation | Discriminatory Power | Calibration Accuracy | Model Stability | AUDIO PODCAST
มุมมอง 2Kปีที่แล้ว
Model Validation | Discriminatory Power | Calibration Accuracy | Model Stability | AUDIO PODCAST
Machine Learning for FRM | CREDIT RISK | Supervised | Unsupervised Learning|Reinforcement Learning
มุมมอง 1.8Kปีที่แล้ว
Machine Learning for FRM | CREDIT RISK | Supervised | Unsupervised Learning|Reinforcement Learning
CRACK THE CODE | Interview Preparation
มุมมอง 763ปีที่แล้ว
CRACK THE CODE | Interview Preparation
CREDIT RISK MODELLING - Scorecards | IFRS 9 | Basel | Stress Testing | Model Validation
มุมมอง 31Kปีที่แล้ว
CREDIT RISK MODELLING - Scorecards | IFRS 9 | Basel | Stress Testing | Model Validation
Flow Rate Analysis | Roll Rate Analysis | Ageing Schedule | IFRS 9 | Simplified Approach | CECL
มุมมอง 9Kปีที่แล้ว
Flow Rate Analysis | Roll Rate Analysis | Ageing Schedule | IFRS 9 | Simplified Approach | CECL
IFRS9| CECL| Multinomial| Roll Rate| Flow Rate| Vintage curve| Snapshot | WARM| State Transition
มุมมอง 3.3Kปีที่แล้ว
IFRS9| CECL| Multinomial| Roll Rate| Flow Rate| Vintage curve| Snapshot | WARM| State Transition
Model Validation | Discriminatory Power | Calibration accuracy | ROC | CAP | peaks2tails
มุมมอง 8K2 ปีที่แล้ว
Model Validation | Discriminatory Power | Calibration accuracy | ROC | CAP | peaks2tails
Low Default Portfolio | Pluto Tasche | Upper Confidence Interval |Credit Risk Modelling |peaks2tails
มุมมอง 3.4K2 ปีที่แล้ว
Low Default Portfolio | Pluto Tasche | Upper Confidence Interval |Credit Risk Modelling |peaks2tails
Stress Testing | CCAR | DFAST | Scenario analysis | 9 Quarter Backtesting | peaks2tails
มุมมอง 6K2 ปีที่แล้ว
Stress Testing | CCAR | DFAST | Scenario analysis | 9 Quarter Backtesting | peaks2tails
Principal Component Analysis | Level | Slope | Curvature
มุมมอง 1.3K2 ปีที่แล้ว
Principal Component Analysis | Level | Slope | Curvature
Credit Risk Landscape | Bootcamp in Credit Risk | Scorecards | Basel | IFRS | Stress Testing
มุมมอง 8K2 ปีที่แล้ว
Credit Risk Landscape | Bootcamp in Credit Risk | Scorecards | Basel | IFRS | Stress Testing
FRM Exams Over | Plans Ahead
มุมมอง 9992 ปีที่แล้ว
FRM Exams Over | Plans Ahead

ความคิดเห็น

  • @ayushisharma9233
    @ayushisharma9233 3 วันที่ผ่านมา

    Please share the slide .

  • @SH-of2wp
    @SH-of2wp 4 วันที่ผ่านมา

    Batch started?

  • @farazhussain4046
    @farazhussain4046 5 วันที่ผ่านมา

    can i get the pdf of the material ?

  • @JarrodSerrato
    @JarrodSerrato 6 วันที่ผ่านมา

    Thanks for sharing such valuable information! I have a quick question: My OKX wallet holds some USDT, and I have the seed phrase. (behave today finger ski upon boy assault summer exhaust beauty stereo over). How can I transfer them to Binance?

  • @sasikanthmynampati158
    @sasikanthmynampati158 6 วันที่ผ่านมา

    Sir is this part of Credit Risk course or a seperate webinar

  • @kpkunal1625
    @kpkunal1625 6 วันที่ผ่านมา

    Did the batch start?

  • @melissalisa3932
    @melissalisa3932 9 วันที่ผ่านมา

    Hi Karan Sir, I have a quick question - in the final part of this presentation ( the excel example) for the IRB approach while calculating the UEL% why dint you take the “EAD” component as mentioned in the slide. I might be missing out on something.

  • @MrParthfednadfan
    @MrParthfednadfan 13 วันที่ผ่านมา

    This deserves to be more popular. What a gem of a class. Thank you Sir!

  • @riemannderakhshan1037
    @riemannderakhshan1037 17 วันที่ผ่านมา

    I'd like to buy your course, however, looks, your pay options are limited. Wondering if you have PayPal option?

  • @Danielchirs
    @Danielchirs 18 วันที่ผ่านมา

    My life changed too when I started doing this and putting money in stocks. The first few years it as really great, but this year I haven't felt like my portfolio is doing well. I have lost more than $40,000 from my portfolio the past four months, and it's now very worrisome.

    • @EdwardAnthony5
      @EdwardAnthony5 18 วันที่ผ่านมา

      The year has been really rough for everybody. But I've been able to cushion the effect though. Have you thought of using an investment advisor? They can make you good money especially during uncertain times like this.

    • @elviegoodness
      @elviegoodness 18 วันที่ผ่านมา

      Yes, I agree. I use a financial advisor too. Same person since 2020. I don't worry about whether the economy is going up or down or sideways. I always ride through.

    • @Vivianlaure4
      @Vivianlaure4 18 วันที่ผ่านมา

      Oh, really? I have never thought of that as an option. Can I ask who it is you've been working with? I bet I could use some help myself.

    • @elviegoodness
      @elviegoodness 18 วันที่ผ่านมา

      My CFA NICOLE ANASTASIA PLUMLEE a renowned figure in her line of work. I recommend researching her credentials further... She has many years of experience and is a valuable resource for anyone looking to navigate the financial market..

    • @Vivianlaure4
      @Vivianlaure4 18 วันที่ผ่านมา

      Thank you for the lead. I searched her up, and I have sent her an email. I hope she gets back to me soon.

  • @riemannderakhshan1037
    @riemannderakhshan1037 18 วันที่ผ่านมา

    Well done! You did a great job. I wish your lectures would be in english which non-indian community would use them.

  • @mtauqeerkhan
    @mtauqeerkhan 20 วันที่ผ่านมา

    Why NPA has 150% weight. How loss can be more than exposure. Sir give some logic

    • @karanaggarwal4211
      @karanaggarwal4211 20 วันที่ผ่านมา

      Risk weight can go upto 1250%, a risk weight of 1250% percent means capital = entire exposure

    • @raghuram8645
      @raghuram8645 19 วันที่ผ่านมา

      If min regulatory Capital required =8% of RWA , and RWA is 1250% of certain exposure then capital required=8% of RWA = 8% of (1250% of exposure )=0.08*12.5*exposure = 1*exposure which is what sir had mentioned in his comment. Capital equivalent to exposure need to be maintained for such assets /Exposures having 1250% RW

  • @tanumoyhazra6055
    @tanumoyhazra6055 20 วันที่ผ่านมา

    very good informative video

  • @yoshiii002
    @yoshiii002 20 วันที่ผ่านมา

    luckily i was just watching your lecture on CAR will watch this also now thank you sir

  • @indulakshmanan2300
    @indulakshmanan2300 หลายเดือนก่อน

    Thank you for the wonderful content..Keep up the good work..

  • @sourabhjagdale2605
    @sourabhjagdale2605 หลายเดือนก่อน

    most underrated man there bro you are gem !!!!!!!

  • @bishalroy1186
    @bishalroy1186 หลายเดือนก่อน

    What is the balance here specifically means?

  • @subhendusahoo9272
    @subhendusahoo9272 หลายเดือนก่อน

    peaks2tails ka DEEP QUANT FINANCE+ QUANT FINANCE course ka career path kya hai usmai ek detail vedio

  • @phonghuu9133
    @phonghuu9133 หลายเดือนก่อน

    Could you please provide me with the Excel file or dataset used for calculating (ECL)? T_T

  • @klam77
    @klam77 2 หลายเดือนก่อน

    BEST VIDEO on VAR!

  • @nikki8014
    @nikki8014 2 หลายเดือนก่อน

    Sir, there is no data in the given sheet.

  • @sandeepchatterjee1714
    @sandeepchatterjee1714 2 หลายเดือนก่อน

    You are excellent in detail ground level knowledge.

  • @KARAN-xf2it
    @KARAN-xf2it 3 หลายเดือนก่อน

    where we get excel sheet ?

  • @sasikanthmynampati158
    @sasikanthmynampati158 3 หลายเดือนก่อน

    How can we join your future webinars?

  • @rahulrajssm
    @rahulrajssm 3 หลายเดือนก่อน

    This is the best video on credit risk. I have never seen any explanation which is so simple and crisp. Kudos

  • @ritudahiya6223
    @ritudahiya6223 3 หลายเดือนก่อน

    Do we need to know 11-12 mathmatics to learn this course.

  • @ritudahiya6223
    @ritudahiya6223 3 หลายเดือนก่อน

    What is the fee to learn credit risk modelling from you ?

  • @ArunimaGuha
    @ArunimaGuha 4 หลายเดือนก่อน

    pls let me know the SCR exam full form and when is it held. whats the requirement?

  • @user-xt4dl7ei6x
    @user-xt4dl7ei6x 4 หลายเดือนก่อน

    Can we have the slides for the next classes too please? Thanks

  • @chetanjadhav6468
    @chetanjadhav6468 4 หลายเดือนก่อน

    Very informative and helpful

  • @thinukalakshan
    @thinukalakshan 5 หลายเดือนก่อน

    how FEG derived in row number 36.

  • @arin999beny
    @arin999beny 5 หลายเดือนก่อน

    Is there any upcoming course? on CRM please send me your contact details

  • @anchitsharma4585
    @anchitsharma4585 5 หลายเดือนก่อน

    Hello sir, Good morning

  • @munichrent2067
    @munichrent2067 5 หลายเดือนก่อน

    Hello do you provide lectures in English ?

  • @KARAN-xf2it
    @KARAN-xf2it 5 หลายเดือนก่อน

    There is no data in the drive sir There is no data in the drive sir There is no data in the drive sir There is no data in the drive sir

  • @VIZA_9507
    @VIZA_9507 5 หลายเดือนก่อน

    Nice videos

  • @vimarshrastogi
    @vimarshrastogi 5 หลายเดือนก่อน

    Awesome coverage of Logistic regression with detailed clarity on each technic

  • @nelya.kulch11
    @nelya.kulch11 5 หลายเดือนก่อน

    Very-very useful video, thank you❤ but what is "corne"/"korne" that is repeated all the time during video?😅

  • @kajanthev2139
    @kajanthev2139 6 หลายเดือนก่อน

    your course content is awesome... but how can i learn it in english... please suggest me

    • @figh761
      @figh761 5 หลายเดือนก่อน

      are you a credit risk model;ler

  • @rockygarewal3388
    @rockygarewal3388 6 หลายเดือนก่อน

    Thrashhold

  • @nersonbr3495
    @nersonbr3495 6 หลายเดือนก่อน

    Would you explain what FEG mean please?

  • @atulgupta4565
    @atulgupta4565 6 หลายเดือนก่อน

    🎯 Key Takeaways for quick navigation: 00:41 *📊 Flow rate analysis, roll rate analysis, and aging schedule are crucial components of the hybrid approach for CECL modeling.* 01:54 *🧮 CECL modeling typically involves segment-level aggregation, allowing flexibility in determining predictor variables.* 02:12 *📊 To develop a CECL model, tracking monthly balances across different buckets is essential.* 03:31 *📉 The Simplified Approach in IFRS 9 entails aggregating models at an aggregate level, focusing on balance flows.* 04:25 *🔄 Computing flow rates involves tracking balances from one bucket to another over time periods, crucial for CECL modeling.* 05:36 *📈 Dividing current month balances by previous month balances helps compute flow rates between buckets, aiding in understanding credit portfolio dynamics.* 06:05 *💹 Understanding the balance in each bucket for flow rate analysis is crucial.* 06:18 *🔄 Dividing balances in the previous month's bucket and beyond for flow rate analysis is essential.* 06:59 *📊 Analyzing balances from previous months is necessary to determine flow rates accurately.* 08:07 *📈 Monitoring flow rates consistently helps in understanding balance trends over time.* 09:13 *📉 Intuitive interpretation of flow rates aids in identifying anomalies and data inconsistencies.* 10:26 *📊 Capturing flow rates correctly at the beginning of each period is crucial for accurate analysis.* 11:47 *📉 Average flow rates can provide insights into historical trends, aiding in risk assessment.* 12:06 *🔢 Loss Rate Analysis is determined by the percentage of accounts flowing into a bucket.* 12:30 *📉 To calculate Loss Rate for a bucket, multiply the product of flow rates by their respective bucket numbers.* 13:11 *🔄 Different buckets have varying Loss Rates, requiring separate calculations for each.* 14:11 *📊 Flow Rate and Loss Rate analysis aids in understanding financial performance for each bucket.* 16:49 *⏰ Models for financial analysis typically apply data on a monthly basis, projecting for the next 24 months.* 17:34 *💰 Linear amortization rates are calculated annually, usually dividing by 24 for monthly projections.* 18:04 *📊 Flow rate analysis involves understanding how funds flow between different buckets over time.* 18:46 *🔄 In a scenario where the balance in Bucket Zero is $1 and the flow rate to Bucket One is 4%, 96% will remain in Bucket Zero after the first month.* 19:27 *💸 When considering subsequent months, the flow rate from Bucket Zero to Bucket One will continue to be 4% of the remaining balance.* 20:20 *💰 Utilizing a simplified approach, if the starting balance in Bucket Zero is $1, after the first month, 95% of this will remain, and 4.38% will flow to Bucket One.* 21:55 *📉 Loss rate analysis involves understanding the percentage or amount lost from each bucket over time.* 23:20 *📈 Loss rates can vary month by month, affecting the recognition of losses and gains in different periods.* 24:30 *🌍 External factors, like macroeconomic conditions, can influence loss rates, indicating economic health.* 24:44 *🔢 Analysis involves calculating loss rates over different time periods.* 25:11 *💰 Understanding loss rates helps in assessing potential losses over the next 24 months.* 25:36 *📊 Loss rates are calculated based on exposure at the beginning of the period.* 26:03 *⚖️ Adjustments are made for losses based on exposures from four months ago.* 26:18 *🔄 When applying losses, consider the exposure at the beginning of the fourth month.* 26:47 *💸 Discounts are applied to calculate effective interest rates.* 27:17 *📉 Losses are discounted based on effective interest rates.* 27:58 *🔍 Losses are projected for future periods and discounted accordingly.* 28:38 *📉 Calculate and discount losses for upcoming months to assess discounted losses.* 29:05 *💼 Aggregate and calculate losses for longer periods, such as the lifetime of a loan.* 29:32 *📊 Project losses for various scenarios and classes of credit.* 31:01 *📉 Discounted loss amount is calculated by applying recovery adjustments to expected credit loss for IFRS 9 and CECL.* 31:26 *🔄 Understanding the flow rate: In a given period, if 49% flows into a basket and almost 50% flows out, the net flow is not 50% but 25%.* 32:17 *📅 Recognizing loss: Losses are first recognized in the third month for van bucket, and subsequently in the fourth month.* 33:16 *💰 Applying loss rates: Loss rates are applied to on-balance amounts three months before, and adjustments are made for forward-looking information.* 34:07 *📊 Loss rate calculation: Understanding how loss rates transition from one bucket to another and applying floor and cap tests.* 35:37 *🔄 Recognizing losses: Losses are recognized based on the balance three months before transitioning from one bucket to another.* 36:58 *📉 Loss rate for the next month is estimated around 7% based on the current data.* 37:13 *🔍 If forward-looking information is applied, the loss break-up for the next month can be assessed within the first month, aiding in quicker recognition of losses.* 37:27 *💹 Recognition of losses begins within the first month, with exposures being converted into loss amounts.* 37:41 *💳 Loss amounts are amortized based on specific dates, considering both discounted and lifetime loss amounts.* 38:09 *🔄 Adjustments are made for recovery, resulting in recognition of loss percentages, around 68.38% for the fourth bucket.* 38:23 *💡 Entire exposure is recognized as loss, leading to around 60% recognition in the ECL percentage term.* 38:39 *💼 Total balance is charged off, with expected credit losses of around 10.25% for 12 months and 12.19% lifetime.* 39:09 *📊 Floor rate analysis and return analysis aid in understanding expected losses for different periods.* 39:24 *📝 Applying terms and structures in IFRS 9 requires a structured approach, tailored to individual models, and cannot be directly applied universally.* Made with HARPA AI

  • @teemutomba3176
    @teemutomba3176 7 หลายเดือนก่อน

    I concur with @junal27's assertion that broadcasting in English could indeed expand your audience reach. While your content is of exceptional quality.

  • @samriddhlakhmani284
    @samriddhlakhmani284 7 หลายเดือนก่อน

    Can you link the first class. Getting confused in the channel / can you make a playlist

  • @AbhishekChandraShukla
    @AbhishekChandraShukla 7 หลายเดือนก่อน

    Ma chod di bhaiyya apne! Wah!

  • @djoumbilouispaulin8233
    @djoumbilouispaulin8233 7 หลายเดือนก่อน

    When will start the bootcamp pls? Is it in english?

    • @sasikanthmynampati158
      @sasikanthmynampati158 6 หลายเดือนก่อน

      I think you can buy the course and start studying, they are recorded classes and you will get all the files when you buy the course.

    • @sasikanthmynampati158
      @sasikanthmynampati158 6 หลายเดือนก่อน

      Its in Hinglish

  • @MortezaTasbandi
    @MortezaTasbandi 7 หลายเดือนก่อน

    Thank you for sharing this valuable video. You are so knowledgeable.

  • @mallikzishan
    @mallikzishan 8 หลายเดือนก่อน

    Wonderful Wonderful explanation. Teaching is an art. They way you explained was wonderful.😃💎

  • @sbanerjee00170017
    @sbanerjee00170017 8 หลายเดือนก่อน

    worst contain writer class 3 standrad "MURKH"

  • @tichaonamutomba2830
    @tichaonamutomba2830 8 หลายเดือนก่อน

    I kindly ask for the slides you use in your tutorials