Financial crisis
Trust key to interbank lending, study finds
'Social collateral' collapsed during 2008 crisis, finds Swiss National Bank paper
Fed paper reignites debate on bank capital ratios
US industry association criticises official analysis suggesting optimal Basel ratios of up to 26%
Quants head for the shop floor
Demand for technical skills is growing, but roles have changed – and some schools are not keeping up
Hidden Markov regimes in operational loss data: application to the recent financial crisis
The authors propose a method to consider business cycles in the computation of capital for operational risk.
Risk managers: beware conventional 'wisdom'
Why the consensus view so often fails to predict seismic shocks
Why did the crisis cause such large op risk losses?
Huge losses from the 2008 crisis can be seen as a short option position
Interview: US Treasury CRO on credit risk, Tarp and cyber threats
Ken Phelan stresses importance of credit risk management in key Treasury role
The econometrics of Bayesian graphical models: a review with financial application
This paper provides a review of graphical modeling and describes potential applications in econometrics and finance.
Network theory takes root in post-crisis financial markets
Developments since 2008 open up exciting possibilities, says Kimmo Soramäki
Market pricing of credit linked notes: the influence of the financial crisis
This paper analyzes whether the financial crisis of 2007–9 had an effect on the mispricing of CLNs.
FSB's predecessor 'failed miserably' ahead of crisis – Andresen
Secretary general says FSF failed to act on known risks surrounding resolution and securitisations
Systemic risk and the sovereign-bank default nexus: a network vector autoregression approach
This paper investigates European bond markets; looking at credit risk spillover effects between financial institutions and sovereigns in the euro area.
Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash
This paper assesses the performance of the real-time diagnostic of the bubble regime in Chinese stock markets.
Op risk needs more weight in business decisions – NY Fed
Head of op risk supervisory team views tools as 'catalysts for change'
Analysis of risk factors in the Korean repo market based on US and European repo market experiences during the global financial crisis
This paper evaluates the Korean repo market in the light of the global financial crisis.
Winds of change will continue to roar for energy markets
Financial crisis and shale revolution show nothing is certain - Kaminski
Op risk's role in change management is crucial – MUFG
Managers should be more confident challenging new processes
Economists, like hedge fund traders, need open minds
Economists, risk managers and traders must learn the lessons of crisis, says Kaminski
Passive investment will hurt economic growth, Brandes says
Asset management veteran defends value investing as tried-and-tested strategy
BIS research posits test for unsustainable credit growth
Method could provide early-warning system
Today's fines will scare off tomorrow's white knights
Acquirers are being punished for actions they had no control over
Living with Fed supervision: AIG Q&A
AIG's CRO on the need for individual responsibility in risk management
Rating agencies must report on controls under new SEC rules
Regulator announces reforms in response to financial crisis failings