Risk Measures on Learn with Akhilesh Gururani /tags/risk-measures/ Recent content in Risk Measures on Learn with Akhilesh Gururani Learn with Akhilesh Gururani /images/papermod-cover.png /images/papermod-cover.png Hugo -- 0.147.7 en 2026 Learn with Akhilesh Gururani Wed, 22 Jul 2026 00:00:00 +0000 Beyond Duration: Understanding Convexity for Accurate Portfolio Forecasting /posts/mf-sid-s18-12-q02-convexity-adjustment/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s18-12-q02-convexity-adjustment/ Convexity adjustment. Companion read for Section 18.12 — Risk Measures. Calculating Portfolio Duration: Mastering Weighted Averages in Debt Portfolios /posts/mf-sid-s18-12-q01-understanding-the-calculation-of-portfolio-duration/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s18-12-q01-understanding-the-calculation-of-portfolio-duration/ Understanding the calculation of Portfolio Duration. Companion read for Section 18.12 — Risk Measures. Mastering Interest Rate Sensitivity: Beyond the Textbook Duration /posts/mf-sid-s18-12-q04-factors-affecting-duration/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s18-12-q04-factors-affecting-duration/ Factors affecting duration. Companion read for Section 18.12 — Risk Measures. Quantifying Portfolio Sensitivity: Moving Beyond Duration to PV01 /posts/mf-sid-s18-12-q05-calculating-pv01-for-a-portfolio/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s18-12-q05-calculating-pv01-for-a-portfolio/ Calculating PV01 for a portfolio. Companion read for Section 18.12 — Risk Measures. Using PV01 to Manage Interest Rate Sensitivity for Your Clients /posts/mf-sid-s18-12-q03-application-of-pv01-in-risk-management/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s18-12-q03-application-of-pv01-in-risk-management/ Application of PV01 in risk management. Companion read for Section 18.12 — Risk Measures. Beyond the Difference: Deconstructing the Sources of Tracking Error /posts/investment-adviser1-s16-3-q05-sources-of-tracking-error/ Sun, 07 Jun 2026 00:00:00 +0000 /posts/investment-adviser1-s16-3-q05-sources-of-tracking-error/ Sources of tracking error. Companion read for Section 16.3 — Risk measures. Beyond the Weighted Average: Interpreting Portfolio Beta in Indian Markets /posts/investment-adviser1-s16-3-q02-interpreting-beta-values-relative-to-1-0/ Sun, 07 Jun 2026 00:00:00 +0000 /posts/investment-adviser1-s16-3-q02-interpreting-beta-values-relative-to-1-0/ Interpreting Beta values relative to 1.0. Companion read for Section 16.3 — Risk measures. Evaluating Debt Instruments: Mastering Credit Risk Analysis /posts/investment-adviser1-s16-3-q06-evaluating-debt-instruments-and-credit-risk/ Sun, 07 Jun 2026 00:00:00 +0000 /posts/investment-adviser1-s16-3-q06-evaluating-debt-instruments-and-credit-risk/ Evaluating debt instruments and credit risk. Companion read for Section 16.3 — Risk measures. Mastering Beta: Beyond Volatility to Market Sensitivity /posts/investment-adviser1-s16-3-q01-understanding-beta-as-a-sensitivity-measure/ Sun, 07 Jun 2026 00:00:00 +0000 /posts/investment-adviser1-s16-3-q01-understanding-beta-as-a-sensitivity-measure/ Understanding Beta as a sensitivity measure. Companion read for Section 16.3 — Risk measures. Mastering Systematic Risk: Applying Beta in Indian Equity Analysis /posts/investment-adviser1-s16-3-q04-understanding-beta-as-the-tool-for-systematic-risk/ Sun, 07 Jun 2026 00:00:00 +0000 /posts/investment-adviser1-s16-3-q04-understanding-beta-as-the-tool-for-systematic-risk/ Understanding Beta as the tool for systematic risk. Companion read for Section 16.3 — Risk measures. Navigating the Practical Limitations of Downside Risk Metrics /posts/investment-adviser1-s16-3-q03-limitations-of-downside-risk-measures/ Sun, 07 Jun 2026 00:00:00 +0000 /posts/investment-adviser1-s16-3-q03-limitations-of-downside-risk-measures/ Limitations of downside risk measures. Companion read for Section 16.3 — Risk measures.