Kristi Rohtsalu
  • Female
  • Tallinn
  • Estonia
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Kristi Rohtsalu's Discussions

ECB’s Comprehensive Bank Assessment -- AQR templates

Started this discussion. Last reply by Costas Stabolas Jan 17, 2016. 1 Reply

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…Continue

Hong Kong: Risks and Challenges

Started Mar 30, 2014 0 Replies

My recent research paper which concludes my Hong Kong adventures can be downloaded from FRXmarket:…Continue

ECB’s Comprehensive Bank Assessment

Started this discussion. Last reply by Kristi Rohtsalu Apr 11, 2014. 1 Reply

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…Continue

Tags: bank, assessment, comprehensive, ECB’s, European

Modeling U.S. Corporate Default Rates: Little Experiment

Started Aug 26, 2013 0 Replies

"Modeling U.S. Corporate Default Rates: Little Experiment"Download it (free) from the Financial Research Exchange:…Continue

Tags: default, rates, corporate, U.S., risk

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Tell us more about who you are, what you do and where you want to be. What are your main business challenges? (Tip: provide your current Job Title, Industry, company or/and paste your Linkedin profile here). Use as many relevant keywords as possible. Tell us what you can offer the community. What sorts of discussions, events, and activities you can participate in.
Kristi Rohtsalu is co-founder of, the P2P online market for finding, buying and selling independent professional financial & economic knowledge. She is also bank risk professional, financial blogger and hobby analyst. She writes at and occasionally contributes to other financial websites.
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Kristi Rohtsalu's Blog

Global Finance and Economy: a Hot Summer Indeed

Posted on July 2, 2011 at 10:19pm 0 Comments

Are we seeing ghosts everywhere or is something ugly going on indeed? Take a look to some of the current debates, concerns and questions about Greece, US and China, and imagine how it all could play out.…

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