# Tag Info

### Quantifying climate change risk

Here are some resources that I found useful when learning about this subject, in which I'm very interested. (Some may be more general ESG than just just climate.) Citigroup. Environmental and Social ...
• 9,744
Accepted

### Is volatility for the next day forecastable? To any extent?

Upon close reading, this appears to be 3 (interesting) questions, not one. I'm not sure if the mods have the tools needed to split it up, so I'm just going to write down the three questions as I see ...
Accepted

• 10.6k
Accepted

### Minimum PD under Basel II retail asset?

From the Basel II accord: For corporate and bank exposures, the PD is the greater of the one-year PD associated with the internal borrower grade to which that exposure is assigned, or 0.03%. So it ...
• 1,335

### Quantitative Real Estate Investment Finance

In fact there is at least one application, namely in the pricing of reversions. The simplest case of a reversion is where there is no ground rent, and where exclusive possession (including the right ...
Accepted

### How can I compare two mutual funds' performance with a sparse set of data?

I think the only valid answer is you can't. The techniques you describe would work of the signal was much stronger than the noise but it seems that with your fund returns this is not the case. You ...
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### Portfolio risk analysis in Options & Mixed portfolios

I'm not sure were your problem exactly lies, but of course you can apply standard risk techniques: identify your risk factors (like stock prices and Implied Vol., yieldcurves, credit spreads, ...) ...
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