Alexander Campbell
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Articles by Alexander Campbell
Behavioural finance, alt data and risk-free rate problems
The week on Risk.net, June 27–July 3, 2020
Contagion can spread via cross-asset links, ECB study shows
Research throws more light on the hidden risks of central clearing
Don’t run CCP auctions by fear, study argues
Paper by BoE economist and co-authors backs ‘second-price’ auctions and limited penalties
Cross-border investing boosts contagion risk, study finds
More countries now capable of triggering a wider crisis
In downturns, vol travels down the supply chain – study
Customer VAR breaches strike at stressed suppliers, research shows
CCPs failing to set effective margin limits – study
Clearers must strike balance between countercyclicality and sensitivity to risk
Carbon tax spike could spur global recession – S&P
Higher carbon prices would trigger widespread industry defaults, says agency research unit
Faith in the machine
The coronavirus crisis could be a defining moment for machine learning in finance
Analysts close to disasters make better calls, study claims
Gloomy forecasts from those traumatised by nearby events give quirky demonstration of behavioural bias
Pandemic disruption, alt data and Argentinian rates problems
The week on Risk.net, March 21–27, 2020