Market Risk
Understanding Value at Risk (VaR): Methods and Limitations
VaR is one of the most widely used risk metrics in finance. This article walks through the historical, parametric, and Monte Carlo approaches — and why VaR alone is never enough.
Blog
Guides, frameworks, and insights on buying small businesses — what to look for, how to value them, and when to walk away.
Credit Risk
Credit Scoring Fundamentals: From Logistic Regression to Machine Learning
A structured overview of how credit scores are built — the classic statistical foundations and how modern ML approaches compare on interpretability, performance, and regulatory fit.
Credit Risk
A Primer on Credit Default Swaps and Counterparty Risk
Credit default swaps transfer credit risk between parties — but they also introduce counterparty risk of their own. Here is how they work and what to watch for.