Tag Archives | financial analysis

Dynamic Regression

Dynamic Regression is a regression model that includes lagged values of explanatory variables or of dependent variables or both. The relationship between the forecast variable and the explanatory variable is modeled using a transfer function. A dynamic regression model can predict what will happen if the explanatory variable changes. The Dynamic Regression model is similar [...]

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Exponential Smoothing

Exponential Smoothing Model (ESM) is a technique that can be applied to time series data, either to produce smoothed data for presentation, or to make forecasts. The time series data themselves are a sequence of observations. The observed phenomenon may be an essentially random process, or it may be an orderly, but noisy, process. Whereas [...]

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RAROC

Risk-Adjusted Return on Capital (RAROC) is a risk-based profitability measurement framework for analyzing risk-adjusted financial performance and providing a consistent view of profitability across businesses. The concept was developed by Bankers Trust and principal designer Dan Borge in the late 1970s. Note, however, that more and more return on risk adjusted capital (RORAC) is used [...]

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