Potential Future Exposure – PFE – Calculations for an Interest Rate Swap. When it comes to counter party credit risk there are two credit exposure calculation methods that we frequently reference in term sheets and internal risk reporting. Pre Settlement Risk Exposure (PSR or PSRE)

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Tehran. Not Exactly Middle East. The first thing I notice about Tehran is the airport is not in a bad state. For a country supposedly crippled by sanctions and isolation for over a decade, one would expect some signs of disrepair. But the terminal is refreshingly

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You made me cry, Sabeen Mahmud. Karachi is an insane city. A true Karachiite can never live anywhere else. A visitor can never understand why that is so.  The fascination is irrational and does not compute. Some think it is an asylum gone wild, others

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In search of a perfect head shot for our author profile picture. Apparently a good head shot makes for above average book sales. When you have packaged a book well with the right content, the right presentation and the right look and a potential buyer picks it up, he or she ultimately turns over to the [...]

Dubai short stopovers – 48 hour food fest tips Over the years I have made a list of must have short stopovers for food that I need to do whenever I make it to Dubai with my better half or a member of close family. Figure 1 PQ – The Belgian organic breakfast place This weekend, the long [...]

ALM for Board and ALCO members – 7 posts in 60 minutes. I have long felt a need a for a high level overview course on Asset Liability Management (ALM) for board members, executive committee and ALCO teams. A course that focuses in equal measure on high level concepts behind Asset Liability Management and basic [...]