EU authority set to clarify whether buy side needs to pay for macro research in Mifid II
This paper focuses on the corporate stress testing models for credit risk.
Lender releases new capital plan after worst performance in BoE test
Combinations of models produce better NPL estimates in study of Greek crisis
Flawed and inconsistent mainstream macroeconomic theories such as efficient market hypothesis are dangerous to society, says Alexander Lipton
The authors demonstrate how different credit risk models can be efficiently implemented for scenario analysis and stress testing execution with concrete application examples.
Latest review identifies two ‘medium-level systemic risks’ to eurozone
Financial crisis and shale revolution show nothing is certain - Kaminski
Bonnefous defends investment in commodities amid market turbulence
An even harder question to answer is when, once started, will the Fed stop?
Trading portfolios are easily mishandled, as are Europe's economies
Tough environment for CTAs likely to end as interest rates start to rise
IMF chief economist says ‘three-speed’ global economy could be dangerous
By: Jorge A Chan-Lau
The impact of easing
Eurozone crisis is a buyers’ strike
Resilience in regional markets will insulate Asian nations from any European slowdown, say economists during Asean Risk 2012 roundtable
Macro strategy boutique Parala Capital has signed its first index deal with Dow Jones Indexes
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
David Stockton will be retiring from the FRB ths year after 30 years of service