risk-management

Financial markets are becoming increasingly complex as global systems grow more interconnected and data-driven. Banks, hedge funds, pension funds, insurers, and asset managers now operate in an environment where interest rates, currencies, commodities, equities, and credit markets can all influence one another simultaneously. As this complexity continues to increase, traditional approaches to fin…

India’s securities market software industry is entering a significant growth phase as financial institutions, brokerages, exchanges, and investment platforms accelerate digital transformation and technology modernisation initiatives. Industry experts note that rising trading activity, regulatory complexity, and increasing demand for real-time Read More ... The post Indian securities market softwa…

Sowilo Investment Manager offers trusted Portfolio Management Services in India designed for investors seeking long-term wealth creation. With expert market research, personalized investment strategies, and disciplined portfolio management, the company helps clients achieve... Read more

I've been modelling the relationship between government debt auction calendars and implied volatility surfaces in emerging market contexts — specifically whether φ (sovereign refinancing pressure) and λ (liquidity stress) create predictable, calendar-driven dislocations that standard models like Heston and Bates don't capture. The intuition: retail-dominated EM options markets systematically unde…

Purpose: This study aims to analyze the impact of tariff and non-tariff barriers on the government and export sectors, with a focus on coffee. Coffee was selected based on Indonesia's high coffee production, reaching 11.85 million bags in the 2022/2023 period, and its crucial role in international trade. Method: The research method used panel data and tabular data over the past five years from pr…

This study explores how tax planning and liquidity relate to earnings management and whether firm size strengthens or weakens these relationships. Managers may be encouraged to use discretion in financial reporting due to conflicting interests with shareholders, which may result in earning management techniques. This research adopts a quantitative technique to investigate secondary data from ente…

Abstract The paper re-examines the principle of the bird-in-hand under the dynamic situation in the emerging spots market in Pakistan. Our sample consisted of 100 KSE—100 companies dating 2009–2024. The abnormal returns are separated out using an event study model and a rolling window version of the CAPM, and we have constructed a new Dividend Announcement Factor (DAF) to capture systematic varia…

Ongoing fraud cases indicate that financial statement audits are not always able to detect and prove all fraudulent practices, leading to public criticism of the auditing profession and widening the audit expectation gap—defined as the difference between the expectations of financial statement users and the responsibilities of auditors under auditing standards. This study aims to explain the nece…

Abstract Legal mobilization and litigation have long been acknowledged as a distinct form of interest group politics. However, organized interests vary in their internal organization, the importance they attach to legal action, and the goals they seek to achieve with legal strategies. This paper analyzes litigation activity of organized interests in Germany. It makes use of novel data collected f…

This technical report presents a comprehensive evaluation of the expertise, professional competencies, and institutional contributions of Bruna Accioly Pereira Peloso, a professional recognized for her extraordinary ability in customer experience governance, project architecture, and institutional innovation. The analysis, based on evidence collected from eight seniorexecutives and corroborated b…

Abstract This paper introduces the Contextual SSCM Capability Framework (CSCM-CF), a new theoretical model that explains how sustainable supply chain management (SSCM) practices generate firm performance outcomes in agricultural and small-to-medium enterprise (SME) contexts in South East Asia (SEA). Despite growing empirical evidence on the SSCM-performance relationship, no integrative theory has…

A comprehensive masterclass on options collar variants used by institutional portfolio managers and corporate treasurers. From the standard zero-cost collar and ratio collar mechanics to participating collars, three-way seagull structures, and temporal rolling strategies for dynamic risk management. 📊 Deep Research • 📈 Options Strategy Topics: quantitative finance, investment analysis, financia…

Our study explores a weekly-rebalanced dual-momentum-based Global Tactical Asset Allocation (GTAA) strategy applied to a diversified set of ETFs. The strategy selects assets based on relative momentum and applies an absolute momentum filter to avoid declining investments. Ultimately, a single combined strategy was created by merging two sub-strategies, incorporating both shorter- and longer-term …

How to use interest rate or base rate to assess weather option premium is overpriced or low or at par. Or any other method to get to know without using any financial model

In quantitative finance, researchers build algorithms to trade assets, derivatives, and other financial instruments. A key part of that work is finding signals:...

I am trying to understand the intuitive reasoning for why volatility is more for deep OTM/ITM put/call then ATM..(why Simles for equity) Why ATM will not have more volatility as deep OTM/ITM option will be less likely to be exercised.. Thanks for the help!!

On Polymarket, there's a market for GDP growth in 2026. There are six mutually exclusive intervals (It states that a value exactly on the border will go to the higher interval.). The odds for these intervals sum to a number much higher than 100%. At time of writing 153%, and it was 180% earlier today. The obvious thing to do is of course to simply buy the "no" on each interval until the probabili…