December 2012 Blog Posts (11)

Performance and VaR together

A presentation that looks at how to apply Value at Risk in a trading environment alongside other performance reports.
A lot of market risk analysts often question how they can compare risk with return or the relevance of…

Added by Martin Davies on December 29, 2012 at 3:30am — No Comments

Dutch Technical Analysis Update - Timing, Trends & Tactics Research 2013

If you're reading this today, the world did not come to an abrupt end on December 21, 2012.

There were no fiery asteroids falling from the sky, no volcanoes erupting in Hong Kong, no tsunamis swallowing New York City or massive earthquakes violently forcing the continents back into a Pangean supercontinent..

For all those who can read Dutch and are interested in technical analysis, we offer this trading update prepared by LOEF Technische…


Added by GlobalRiskCommunity on December 21, 2012 at 9:30am — No Comments

Addressing Procyclicality

Really good paper on procyclicality and the problems with Basel III countercycle buffers

Perhaps one of the biggest issues facing banks with Basel III is how to address Procyclicality, especially if the bank is not running an Advanced IRB credit risk framework. Actually, just obtaining information about the different accepted…


Added by Martin Davies on December 20, 2012 at 11:31am — No Comments

Risk Leadership: The Value of Independence

I just read an article in a newsletter published by the Macquarie University natural hazard research group, Risk Frontiers, discussing the case of the six Italian scientists and a government official who were found guilty of manslaughter for "failing to adequately communicate the level of risk" regarding an earthquake swarm. Their conclusion - "A need for separation…


Added by Bryan Whitefield on December 20, 2012 at 7:32am — No Comments

Metric Stream for Data in my Workshops.

1.Define a single risk appetite taxonomy across the organizations, such that

everyone understands and reports risks in a common language. This

would help in board level comparative analyses across products,

processes, business lines and other organizational elements.


2. Break down organizational silos to create an integrated risk appetite

information repository. This would aid in the sharing of information

across the organization, increasing…


Added by Claudius Todor on December 14, 2012 at 12:37am — No Comments

How can data appear in the Project

Through file transfer on email. These files are in ASCII. They are used by WordPad.

They are registred as private, public or hybrid (with pictures).

Through visualization one may see parts of data.

Data comes in, volume, variety and velocity.

My workshops may introduce you in Storing and Querying Big Data in Hadoop Distributed File Systems.

Added by Claudius Todor on December 14, 2012 at 12:35am — No Comments

Soviet research in Sleep for Creative Problem Solving

Use of subconscious mind and how to use dreams for being astray with overwhelming data.

Using night for insight.

Easy data insight at

My ateliers (workshops) are about the application of probabilitiy theory in brand new calculation re-education.

Also, improving measures of dimension from quality time and cost, to other dimensions.

These workshops concentrate on a calculator reintroduced as a…


Added by Claudius Todor on December 14, 2012 at 12:27am — No Comments

Solving Data Governance by Scaling Agile/Scrum

When all is said and done, regulatory requirements comes down to data management. Legislation like Sarbanes-Oxley and Dodd-Frank have ushered in the necessity of adopting a data governance program to align information accountabilities amongst stakeholders, and to foster intelligent collaboration between the business and technology.

“Data governance is a set of processes that ensures that important data assets are formally managed throughout the…

Added by Mack Frankfurter on December 10, 2012 at 5:04pm — No Comments

You can't Always Get What You Want...

You want a risk management program that conforms to a particular STANDARD.  Standards usually present highly organized risk management systems.  But that is not what is needed for many of the threats that our firms face.   What We really need is a risk management program that fits our threats.

  • If your threats are severe and intense, you need a highly cooperative risk management system.
  • If your threats are highly complex, you need a…

Added by Riskviews on December 6, 2012 at 8:44pm — No Comments

Derivatives regulation - a corporate treasurer’s nightmare

By Tom Riesack and Ute Herzog

In the ‘new normal’ of highly regulated financial markets, corporate treasurers are feeling the reverberations in their daily activities. Corporates are using swaps to hedge their commercial risks, stemming from currency, interest and commodity price exposure. To mitigate such risks treasurers have a whole arsenal of instruments ready to deploy such as swaps, forwards and options as well as individually structured products.

Under current…


Added by Tom Riesack on December 4, 2012 at 7:00am — No Comments

The Battle Between Risks and Risk Management

See this article on my blog.  Includes an opinion about the number of risks faced by a typical enterprise.  A list of 115 possible risks is also referenced in the blog posting.

Tom O'Connor

Salt Marsh Solutions, Inc.

Added by Tom on December 3, 2012 at 12:00am — No Comments

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