Stachanov has a YouTube-channel that offers various explanations and demonstrations of statistical concepts in risk management. These demonstration videos often utilize Excel-sheets. You can download all demonstrated materials here by clicking on the Excel-logo above the video link and description. There is no difference in Excel-sheets used for French and English YouTube-videos.
Credit scoring in microfinance and banking: 1: Expert scoring
This video demonstrates how to use expert scoring, and uses this Excel-book as example.
Credit Scoring Models : example and explanation of an expert score card model in Excel
This video demonstrates examples of expert scoring cards, and uses this Excel-book as example.
The Beta-Pert distribution : an alternative for modelling the triangular distribution in Excel
This video demonstrates the Beta-Pert distribution and uses this Excel-book as example.
Risk Adjusted Return on Capital (RAROC): risk-based performance management in banking under Basel
This video demonstrates RAROC under Basel.
Risk-Return trade-off: Optimising loan portfolios with Excel Solver Add-in
In this video we explain the basics of Markowitz’ portfolio theory and the basics of portfolio optimisation.
Rapport risque-rendement: optimisation des portefeuilles de prêts avec le complément Excel Solver
Dans cette vidéo, nous expliquons les bases de la théorie du portefeuille de Markowitz et les bases de l'optimisation du portefeuille.
Measuring concentration risk & diversification in credit portfolios: the Herfindahl-Hirschman Index
This video discusses the impact of the number of portfolio constituents on the diversification. Then we will show how to calculate correlations between multiple data ranges in one shot using Excel add-ins. Next, the Herfindahl Hirschman Index or HHI that is used to measure portfolio diversification.
Risque de concentration dans les portefeuilles de crédit: l'indice Herfindahl-Hirschman (HHI)
Cette vidéo discute de l'impact du nombre de composants du portefeuille sur la diversification. Ensuite, nous montrerons comment calculer les corrélations entre plusieurs plages de données en une seule fois à l'aide de compléments Excel. Ensuite, l'indice Herfindahl Hirschman ou HHI qui est utilisé pour mesurer la diversification du portefeuille.
La notation de crédit pour les banques et IMF 1 : l'Approche Expert avec un exemple Excel
La notation du crédit a beaucoup à offrir aux institutions de microfinance et aux petites banques. Il s'agit d'un outil simple et puissant pour réduire les coûts d'exploitation et les pertes sur prêts.
Le Scoring Altman Z : La notation de Crédit pour les banques et IMF 4
La notation du crédit a beaucoup à offrir aux institutions de microfinance et aux petites banques. Il s'agit d'un outil simple et puissant pour réduire les coûts d'exploitation et les pertes sur prêts.
Creating a uniform distribution in Excel: A clear explanation and practical Excel example
The uniform distribution is the simplest probability distribution and can easily be created in Excel. We use the uniform distribution in case of extreme uncertainty and in the absence of clear data. This video we explain the theoretical background and provide a simple Excel example.
Frequency of events in risk modelling: the inverse binomial as an alternative for Poisson in Excel
In this video we show how we can create a pseudo-inverse-Poisson distribution using the inverse-binomial distribution. The video explains how to model this in Excel.
Basel 2 Advanced Measurement Approaches (AMA) operational risk: A simple Excel Monte Carlo Model
In this video we zoom in on the capital calculations for operational risk under Basel 2 and focus on the Advanced Measurement Approaches (AMA). The AMA calculations are not as simple and straightforward as the Basic and the Standardised approaches.
A brief explanation of stress testing in banking with an Excel example
The Basel Committee on Banking Supervision (BCBS) of the Bank for International Settlements (BIS) encourages the use of the stress testing approach. The purpose of this video is to show that stress testing can be modelled in a simple and straightforward way in Excel.