Latest posts
- Apple Revenue LGD: 4 Powerful Insights Into RecoveryIn this post, part of my revenue risk series, I introduce an Apple revenue LGD model to measure the recovery following a revenue impairment. The objective is to estimate Loss Given Default (LGD) using historical Apple revenue data. The concepts used here are borrowed terminology from credit risk modeling. I’m applying the principles of credit… Read more: Apple Revenue LGD: 4 Powerful Insights Into Recovery
- Apple Revenue Risk: 3 Powerful Steps to Estimate PDIn this post, part of my revenue risk series, I use SEC EDGAR data to build an Apple revenue risk framework based on historical revenue impairment events. The objective is to estimate a 4-quarter realized impairment frequency, which I refer to as PD₁ by analogy with Probability of Default (PD). In the previous post, Revenue… Read more: Apple Revenue Risk: 3 Powerful Steps to Estimate PD
- Revenue Risk: 3 Models for Measuring DownsideRevenue risk is the risk that realized revenue will be lower than expected or below a defined threshold. This post introduces a new series dedicated to revenue risk. I will write several pieces each month about this personal project, including the modeling choices, assumptions, results, and limitations. I want to build a framework that focuses… Read more: Revenue Risk: 3 Models for Measuring Downside