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Can anyone send me the following AQR illustrative models and parameter sheets concerning collective provisioning? Or maybe just tell where to find them? * PI illustration.xls (Step-by-step example calculation of PI with parameters and definitions)…
"Here is the next update on the issue:
Part 3 (Overview and comments to the AQR guideline): http://blog.logicoffinance.com/2014/04/notes-on-ecbs-comprehensive-..."
Part 3 (Overview and comments to the AQR guideline): http://blog.logicoffinance.com/2014/04/notes-on-ecbs-comprehensive-..."
My recent research paper which concludes my Hong Kong adventures can be downloaded from FRXmarket: http://www.frxmarket.com/p/hong_kong_risks_and_challenges/243In this paper the other side of the Hong Kong’s success as one of the leading global…
"As someone from generation X as well as someone who has certain experience with Big Data, I should say that what bothers me subjectively is the situation where others (banks, marketers etc.) know more about me than I do by myself. Thanks to their…"
Whatever the exact outcome, the ECB’s comprehensive bank assessment is the main thing to watch over the next 12 months in European banking.I have started a series of articles on this, see:Part 1 (Introduction and background):…
"Modeling U.S. Corporate Default Rates: Little Experiment"Download it (free) from the Financial Research Exchange: http://www.frxmarket.com/p/modeling_us_corporate_default_rates_litt... report describes an example case of default…
The so-called Brown-Vitter Bill, the draft legislation which will be known as "Terminating Bailouts for Taxpayer Fairness Act of 2013" or the "TBTF Act” should U.S. congress enact it (and there is a good chance that it will), effectively prohibits…
When we take a black-and-white perspective, is it rather:(a) actually controlling risk, or(b) legalizing / justifying / legitimizing (or whatever we call it) taking more risk for less capital (in the frame of the given regulatory framework, of…
"I recently wrote a non-traditional sort of analysis about Estonia: http://www.frxmarket.com/p/estonia_blunders_and_wonders/217
Not exactly the risk topic but just for the case if someone is interested…
Kristi"
Not exactly the risk topic but just for the case if someone is interested…
Kristi"
"We have had a discussion on this in FRX Community: http://lnkd.in/xzPRwH. We concluded that:
* Some sort of anchor to money supply would be needed because currently the monetary base is changing too randomly
* Gold, even though it has the advantage…"
* Some sort of anchor to money supply would be needed because currently the monetary base is changing too randomly
* Gold, even though it has the advantage…"
For anyone who has followed the recent economic developments closely enough and has at least some theoretical background in finance, the huge debt hole of the so-called advanced economies hardly comes as a surprise. Right now, the “debt bomb” has…
Dear all,A few new analyses about Europe and Banking in Europe are now available in my blog.* A Striking Similarity Between Spain and Greece: http://blog.logicoffinance.com/2012/02/striking-similarity-between-... I used the balance…
"Sorry - typing error. I mean Pillar 3 disclosures of course (incl. disclosures about the Pillar 2 internal stress tests)
Thanks,
Kristi
Mick Colins said:
You mean PIllar 3 disclosures Kristi perhaps?
Mick
Kristi Rohtsalu said:
Hi Boris,
Maybe…"
Thanks,
Kristi
Mick Colins said:
You mean PIllar 3 disclosures Kristi perhaps?
Mick
Kristi Rohtsalu said:
Hi Boris,
Maybe…"
"Hi Boris,
Maybe not completely on the topic question, but I'd like to hear the opinions of the (Informational) Risk Management experts in the following: What / How detailed information could and should the banks make public about their true risk…"
Maybe not completely on the topic question, but I'd like to hear the opinions of the (Informational) Risk Management experts in the following: What / How detailed information could and should the banks make public about their true risk…"
Here is my first article on Seeking Alpha: http://seekingalpha.com/article/294421-no-safe-havens-left-in-europ... article was published on Monday; the news and information flows that have followed since that confirm a great deal of my analysis.
Sovereign debt crisis in Greece, in Ireland, in Portugal, possibly also in Italy and in Spain; share prices of some of the largest European banks falling 30-40% within less than one month, France worrying about its credit rating, European Financial…
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