Kristi Rohtsalu posted a discussion
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)…
Apr 16, 2014
Kristi Rohtsalu replied to Kristi Rohtsalu's discussion ECB’s Comprehensive Bank Assessment
"Here is the next update on the issue:
Part 3 (Overview and comments to the AQR guideline):"
Apr 11, 2014
Kristi Rohtsalu posted a discussion
My recent research paper which concludes my Hong Kong adventures can be downloaded from FRXmarket: this paper the other side of the Hong Kong’s success as one of the leading global…
Mar 30, 2014
Kristi Rohtsalu commented on Alexandre Vandeput's blog post The data-generating generation – what does it mean for banks?
"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…"
Jan 20, 2014
Kristi Rohtsalu posted a discussion
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):…
Nov 27, 2013
Kristi Rohtsalu posted a discussion
"Modeling U.S. Corporate Default Rates: Little Experiment"Download it (free) from the Financial Research Exchange: report describes an example case of default…
Aug 26, 2013
Kristi Rohtsalu posted a discussion
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…
May 25, 2013
Kristi Rohtsalu posted a discussion
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…
Mar 10, 2013
Kristi Rohtsalu commented on Boris Agranovich's blog post Show us your best stuff!
"I recently wrote a non-traditional sort of analysis about Estonia:
Not exactly the risk topic but just for the case if someone is interested…

Feb 19, 2013
Kristi Rohtsalu replied to Boris Agranovich's discussion Is the Gold standard back to the economic mainstream?
"We have had a discussion on this in FRX Community: 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…"
Sep 6, 2012
Kristi Rohtsalu posted a discussion
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…
Aug 20, 2012
Kristi Rohtsalu posted a discussion
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: I used the balance…
Feb 26, 2012
Kristi Rohtsalu replied to Boris Agranovich's discussion What would you ask the panel of Information Risk management experts?
"Sorry - typing error. I mean Pillar 3 disclosures of course (incl. disclosures about the Pillar 2 internal stress tests)
Mick Colins said:
You mean PIllar 3 disclosures Kristi perhaps?
Kristi Rohtsalu said:
Hi Boris,
Oct 13, 2011
Kristi Rohtsalu replied to Boris Agranovich's discussion What would you ask the panel of Information Risk management experts?
"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…"
Oct 12, 2011
Kristi Rohtsalu posted a discussion
Here is my first article on Seeking Alpha: article was published on Monday; the news and information flows that have followed since that confirm a great deal of my analysis.
Sep 21, 2011
Kristi Rohtsalu posted a discussion
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…
Aug 12, 2011

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