William Webster
Decoding the Basics of Floating Rate Notes
Introduction A bond represents a long-term debt commitment. When an entity wants to borrow money for medium to long durations, they sell...
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Barbican Consulting Limited
William Webster
Nov 16, 20232 min read
Understanding How Repurchase Agreements (Repos) Work
Demystifying Repurchase Agreements (Repos): A Primer In the intricate realm of financial transactions, the repurchase agreement, commonly...
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William Webster
Nov 9, 20234 min read
Exploring the Ins and Outs of Repurchase Agreement Risks
Backround When I was running a treasury, repo agreements, or repurchase agreements, were very instrumental in the type of work we were...
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William Webster
Nov 1, 20232 min read
Is Owning an EV Really Cheaper? GPT-4 Analyses the Costs Compared to Your Old Car
Can GPT-4 Assist in Making Electric Vehicle Purchase Decisions? Purchasing a new car is undeniably a significant financial commitment,...
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William Webster
Oct 27, 20232 min read
The Reshaping of Financial Dynamics and Money Market Products
Wholesale markets have a rich history of serving as vital hubs for financial institutions and corporations to engage in short-term...
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William Webster
Oct 26, 20234 min read
Money Markets - The Backbone of the Financial System
The financial landscape is comprised of various instruments and markets that facilitate the movement of capital and financing. Among...
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William Webster
Oct 26, 20235 min read
Cash Products & Money Markets
Definition of Cash Products in the Context of Money Markets Cash products, within the realm of money markets, encompass a range of...
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William Webster
Oct 25, 20233 min read
The Low Hanging Fruit of AI
It seems that everyone is utilising artificial intelligence. However, the narrative often contrasts sharply when I engage in personal...
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William Webster
Oct 24, 20235 min read
AI in Finance: Tackling Interest Rate Risk with GPT 4
In this article, I explore the capabilities of GPT-4 in assessing a firm's interest rate risk. My objective is to provide a practical...
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William Webster
Oct 10, 20234 min read
AI in Finance: Tackling Basis Risk with GPT4
In today's rapidly evolving technological landscape, large language models (LLMs) stand as a testament to the strides we've made in...
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William Webster
May 19, 20234 min read
AI – Experiment at the Top
AI is coming for knowledge work, the problem is that we don't know how it will affect us and the businesses we work in. It has the...
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William Webster
May 19, 20233 min read
AI-Generated Reverse Stress Test: Unleashing the Power of ChatGPT
After a bit of practice, I decided to put it to work on something practical and asked it to generate a series of reverse stress scenarios...
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William Webster
May 6, 20234 min read
Hedging Mortgages with Swaps: Cash Flow Hedging vs. Basis Point Value Hedging
Hedging mortgages with swaps is a common practice for financial institutions looking to manage interest rate risks associated with their...
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William Webster
Jan 14, 20214 min read
Do less and make more
If you run your own money this may save you ten years of work, (honestly). My investment journey started over thirty years ago. I didn’t...
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William Webster
Dec 2, 20203 min read
What's first strategy or risk appetite?
What's first strategy or risk appetite? A regular feature in the Investors Chronicle is a column called “Portfolio Clinic”, it evaluates...
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William Webster
Oct 6, 20204 min read
Capital Question
Capital isn't gold bars Capital adequacy is right up there in terms of importance and quite rightly too as it’s a measure of the ability...
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William Webster
Sep 28, 20205 min read
Basis Risk Appetite
In the beginning This story goes back to 2008, that’s when bank deposit rates (LIBOR) and Base rate (Bank rate) both went South but not...
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William Webster
Sep 11, 20204 min read
Write mortgages, wrong price?
Too good? Selling mortgages with interest rates of between 1% and 4% may seem like an opportunity too good to miss, particularly now Bank...
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William Webster
Jun 16, 20205 min read
Dealing With Uncertainty - Part 2
In Part One I summarised that: There are three types of stress test and you need to be aware of which you are using. In our business we...
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William Webster
Jun 2, 20203 min read
Dealing With Uncertainty - Part 1
Three types of stress test If you run a Google search for “stress testing” you will find over 900m results and one near the top is from...
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