Financial Risk Management
A collection of articles, insights, and case studies about Financial Risk Management.
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Beta Calculation
A guide on how to calculate stock beta against a benchmark like SPY using Python.
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Linear Discriminant Analysis (LDA)
An overview of Linear Discriminant Analysis (LDA) as a scoring model for predicting default, including Altman's Z-score and model calibration.
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Apply the Merton Model to Calculate Default Probability and the Distance to Default
An explanation of how to apply the Merton model to calculate default probability and the distance to default, along with its limitations.
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(Risk Model Discussion) Distinguish between the Structural and the Reduced-form Approaches
An explanation of the differences between structural and reduced-form approaches for predicting default in risk modeling.
