VIT/PIT Factors to consider along time Dynamic PD analysis unravels the real counterparty PD Projecting financials forward Dynamic PD analysis
Category: EL tools
4 Buckets of Time
Analysts often rely on information contained in a company’s financial statements as a primary source of information about the company.
Materiality Inconsistency Matrix (MIM)
Investigate in order of priority Materiality relative to company’s EQUITY BUFFER. For example: Materiality If the material item were found
6 Degrees of Separation (6DOS)
6 Degrees of Separation from Cashflow 2 Key Ratios Financial Risk 2. Debt Service Capacity (DSC) Both ratios are interrelated.
Probability, Impact, Time (PIT)
Time Changes Everything Deterministic vs Probabilistic PIT Analysis PIT Analysis – How to use 3 Dimension Analysis for NTM (Next
Syn Yew Expected Loss Model
Overview Definitions and parameters Reimagined EL model Theoretical outcomes Link to Daniel Dolphin Time allocation How much time to be
5 Steps Hedging Process
Underlying Risks in Balance Sheet Companies trading in Physical Assets (Corporates) Companies trading in Financial Assets (Financial Institutions) Settlement approach
Management
The Jockey, The Horse & The Course Which is most important factor to win a race? Jockey → Owner Horse
