Archive of Text Medic posts.
October 2024
September 2024
- How Much Will Global Warming Cool Global Growth?
- Investing? Climate Matters
- Resilience and Development
August 2024
July 2024
June 2024
May 2024
April 2024
March 2024
February 2024
January 2024
December 2023
November 2023
October 2023
September 2023
August 2023
June 2023
May 2023
April 2023
March 2023
February 2023
January 2023
December 2022
November 2022
September 2022
August 2022
July 2022
June 2022
May 2022
April 2022
March 2022
February 2022
January 2022
December 2021
November 2021
October 2021
September 2021
August 2021
July 2021
June 2021
May 2021
April 2021
March 2021
February 2021
January 2021
December 2020
November 2020
October 2020
September 2020
August 2020
- Investing in the greater good
- Healthy skepticism
- Impact of Covid-19: Economics
- Impact of Covid-19: Science
July 2020
June 2020
May 2020
April 2020
March 2020
February 2020
January 2020
December 2019
October 2019
September 2019
August 2019
June 2019
April 2019
March 2019
February 2019
January 2019
October 2018
September 2018
August 2018
July 2018
June 2018
May 2018
April 2018
March 2018
January 2018
December 2017
- It’s all about the benchmark
- Lower Bond Trading Costs
- Early Warning Signs
- Managing Risk in Volatile Sector
- New Dynamics in Energy Sector
November 2017
October 2017
June 2017
May 2017
April 2017
March 2017
December 2016
November 2016
September 2016
August 2016
- Avoid Jekyll and Hyde
- Optimum Price a Moving Target
- Pain of Payment for … the First Date
- Pain of Payment for … Coffee
- Data Science 2. The Roadmap
- Data Science 1. Trading Analytics
July 2016
June 2016
May 2016
- Mega-Platforms, Mega Risk
- The Dawn of the Mega-Platform
- Fast Turnaround of Complex Math
- Worst Case Analysis Made Easy
- The Case for Symbolic Computing
April 2016
March 2016
February 2016
January 2016
December 2015
November 2015
October 2015
- Topology Can Streamline Modelling
- Machine Intelligence + Business Intuition
- “Tons of Models, Tons of Variables”
September 2015
- Lagging in Technology Solutions
- Rising to the Challenge
- “Deal With It”
- “A Step in the Right Direction”
- Fairness in Fixed-Income Markets
August 2015
- What is Key to Integrating Op Risk?
- Is it OpRisk? or Business Risk?
- Conference Call Tones. Part 2
- Conference Call Tones. Part 1
- “Well Worth The Trouble”
July 2015
- Most Valuable Skill for Risk Managers?
- 3 Steps to Liquidity Compliance
- Liquidity: A Change in Governance
- An Opportunity To Get Things Right
June 2015
- Effective Risk Reporting
- One Size Does Not Fit All
- Old Dog, New Tricks. List of Tricks
- Old Dog, New Tricks. 11 & 12
- Old Dog, New Tricks. 9 & 10
- Old Dog, New Tricks. 7 & 8
- Old Dog, New Tricks. 5 & 6
- Old Dog, New Tricks. 3 & 4
- Old Dog, New Tricks. 1 & 2
May 2015
- Four Lessons from Stress Testing Exercise
- “Not Only The What But The How”
- Three Takeaways
- Hum a Few Bars and I’ll Fake It
April 2015
- Better Living Through Topology
- The Fraud Arms Race: Neck and Neck
- Swaps, Before & After
- Update on Central Clearing
- “Skin in the Game”
- Towards Reducing Systemic Risk
March 2015
- Aligning Risk Appetite. Part 2
- Aligning Risk Appetite. Part 1
- Tailoring Risk Model to Investment Strategy
February 2015
- Alternative Mutual Funds 3
- Alternative Mutual Funds 2
- Alternative Mutual Funds 1
- Stress Testing Mortgages. Part 2
- Stress Testing Mortgages. Part 1
December 2014
- Cyber Risks: 5 Core Capabilities
- Cyber Risks: “the New Normal”
- When Data Is Sparse. Part 2
- When Data Is Sparse. Part 1
November 2014
- Public vs Private Banks in India and China
- “Expect More Niche Customer Targeting”
- “Lending Will Be Marketing Gimmick”
October 2014
- Stressed Interest Rates: Battle of the Models
- Stressed Interest Rates: ‘Simple’ Not Good Enough
- Correlation Risk
September 2014
- Basel III Standardized: the Holistic Approach
- Basel III Standardized: Avoid the Showstopper
- DFAST 2. Challenges of Modeling Credit Risk
- DFAST 1. Modeling Losses and Provisions Over Time
August 2014
July 2014
- Risk Units & Risk Accounting
- Where is the Common Thread?
- Swap Data Reporting
- Challenges to Risk Data Aggregation: Overview
- Investing in Emotional Assets
- Interview with William Bernstein: The Paradox of Wealth
June 2014
- Risk Ratings 2. “Hundreds of Spreadsheets”
- Risk Ratings 1. The Big Choke Points
- Fama-French 2. Three is Now Five?
- Fama-French Model 1. Three is Now Four
May 2014
- SM 4. A Way Of Sparking Conversations
- SM 3. Keep Pace with Customers
- SM 2. Good Insight Into The Social Ecosystem
- SM 1. Don’t be afraid to share a joke
- Counterparty Credit Risk 3. Modelling
- Counterparty Credit Risk 2. The Good, the Bad, the Ugly, and the Unseen
- Counterparty Credit Risk 1. Regulatory Landscape
- A Day in the Life: Risk Managers
April 2014
- Model Risk 2. Look Beyond the Numbers
- Model Risk 1. After the Crisis
- OTC Market 2. A New Paradigm
- OTC Market 1. “It was a busy 15 months…”
- Risk Volunteers: Two Profiles
- A Successful Operational Risk Program 2. Purpose
- A Successful Operational Risk Program 1. Framework
- Volcker Rule Implementation 2. Proprietary Trading
- Volcker Rule Implementation 1. Assess Yourself
March 2014
- Fixing Broken Windows 4. Reducing Exposure To Investigations
- Fixing Broken Windows 3. Operation Perfect Hedge
- Fixing Broken Windows 2: How to be there when you’re not really there
- Fixing Broken Windows 1. Game Changers and Whistleblowers
- 8 Things About a Winning Team
- The Value Proposition
February 2014
- Commercial Credit Analytics 2: A Missed Opportunity
- Commercial Credit Analytics 1: Under-utilized Tools
- Trading Book Capital: Repercussions of a Revised Framework
- Trading Book Capital: A Revised Framework
- Pension Plan Risk, Old and New
- A Low Volatility Equity Strategy
January 2014
- Stress Testing, Part 2: Data, the River
- Stress Testing, Part 1: The Data Mountain
- Monetary Policy and Treasury Risk Premia: Part 2
- Monetary Policy and Treasury Risk Premia: Part 1
December 2013
- Basel, the Big Picture: Tackling Risk Aggregation & Reporting. Part 2
- Basel, the Big Picture: Tackling Risk Aggregation & Reporting. Part 1
November 2013
- Exchange-Traded Funds: Beyond Beta?
- Eye on Credit Markets. Part 2: Spreads Hit Floor
- Eye on Credit Markets. Part 1: Little Beta, Lots of Alpha
- Europe: Is the worst over? Part II.
- Europe: Is the worst over? Part I.
- Essential Mathematics for Economics and Business
- Americans Among Us. Part 2.
- Americans Among Us. Part 1.
October 2013
- China: Global Leader, Threat, or Both? Part 2.
- China: Global Leader, Threat, or Both? Part 1. China and US
September 2013
- Credit Workflow Optimization: A Practical Approach
- Risk Data Aggregation & Risk Reporting. Part 2
- Risk Data Aggregation & Risk Reporting. Part 1
- Graph Analytics: A New Approach to Risk Management
- Leveraging Risk Analytics. Part 2
- Leveraging Risk Analytics. Part 1
- Modeling Sovereign Risk. Part 2: Quantification
- Modeling Sovereign Risk. Part 1: Emerging Markets
- Celebrity Gossip for the Finance Nerds
August 2013
July 2013
- Interview with Philippe Jorion: “Is There a Cost to Transparency?”
- Basel III and Beyond: Part 2. Real-Time Counterparty Risk
- Basel III and Beyond: Part 1. Optimization with On-Demand Risk Insights
June 2013
- Basel III and Beyond: Capital Management and Funding Strategies
- Hollywood Math
- Risk Models: From Governance to Validation: Part 3. Examples
- Risk Models From Governance to Validation: Part 2. A Model of Model Management
- Risk Models From Governance to Validation: Part 1. Don’t Forget the Story
- Ain’t Misbehavin’. Part 2: What Makes a Good Committee?
- Ain’t Misbehavin’. Part 1: Overconfidence and Illusion
- Financial Shenanigans: Forensic Accounting in Practice
May 2013
- Risk Intelligence for Value Creation: Part 2. The New Efficient Frontier
- Risk Intelligence for Value Creation: Part 1. The Levers in the Cockpit
- How New Regulations Are Breaking Down Silos. Part 3: Interconnection Needed
- How New Regulations Are Breaking Down Silos. Part 2: Look at Economics
- How New Regulations Are Breaking Down Silos. Part 1: Stress Testing
- Evolution of the OTC Swaps Markets. Part 2: Lessons Learned
- Evolution of the OTC Swaps Markets. Part 1: “Futurization” of Swaps
- Spotting Signs of Poor Corporate Governance. Part 2: ESG Management
- Spotting Signs of Poor Corporate Governance. Part 1: “Ask the Tough Questions”
- Stress Testing: Part 2. The Next Generation
- Stress Testing: Part 1. Balance Numbers and Narrative
April 2013
March 2013
- Measuring the ROI of GRC. Part 2: Solutions to “Absorb Regulatory Demands”
- Measuring the ROI of GRC. Part 1: “Your Mileage May Vary”
- Global Challenges in Chemicals & Energy: Standardizing & Accelerating R&D
- Foreign Asset Income Trusts
- Monitoring Risk While Pursuing High Returns: The Importance of Being Quantitative
- Monitoring Risk While Pursuing High Returns: Who Pays the Piper?
February 2013
- The Fed, Foreign Banks and Basel III: Part 3. Necessary Complexity?
- The Fed, Foreign Banks and Basel III: Part 2. Capital Concerns
- The Fed, Foreign Banks and Basel III: Part 1. A Long Hard Look
- Managing Model Risk: Part 3. Collective Hubris
- Managing Model Risk: Part 2. The Impact of Basel III
January 2013
- Managing Model Risk: Part 1. “Models are Always Wrong”
- MATLAB for Excel Users: “Discoverability”
- Analytical Tools to Gain Insight and Speed Up Numerical Analysis
December 2012
- Libor Fallout: Part 3. A Muted Valuation Effect
- Libor Fallout: Part 2. Whistling Past the Graveyard
- Libor Fallout: Part 1. The Stomach Ache During the Heart Attack
- Mining Microeconomics Using MATLAB
- Contingent Capital: The Case for COERCs. Part 2.
- Contingent Capital: The Case for COERCs. Part 1
- Develop & Deploy Financial Models
November 2012
- The State of the Credit Markets: Part 2. Global Trends
- The State of the Credit Markets: Part 1. The Curious Case of the Euro Zone
October 2012
- Al Rosen: Latest Trends in Financial Deception
- Basel III Burden: Part 3. “Our Business Achieved Tangible Benefits”
- Basel III Burden. Part 2: The Devil is in the Data
- Basel III Burden: Part 1. From Too-Big-To-Fail To Too-Small-To-Survive
- Managing Risk Beyond Asset Class Diversification
- Global Outlook for Crude Oil: FUD = Fear, Uncertainty, Doubt
September 2012
- Risk-Adjusted Performance Measurement. Part 2: Everything But the Kitchen Sink
- Risk-Adjusted Performance Measurement. Part 1: Mind the Expectations
- Madoff Scandal: Three Books, Three Perspectives
- ETFs: Liquidity, Trading & Portfolio Implementation Strategies
August 2012
- Automated Trading with MATLAB
- Executive Compensation: Insights for Investors
- Impact of Basel III on Capital Instruments. Part 2: Football vs. Soccer
- Impact of Basel III on Capital Instruments. Part 1: Ramp-up in Capital
- Tree Bagger & Tree Booster: MatLab for Data-Driven Fitting
- Implications of the Euro Zone Crisis
July 2012
- US Implementation of Basel III. Part 2: The GPS for the Journey
- US Implementation of Basel III. Part 1: A Long and Winding Journey
- Risk-Based Capital Requirements under Basel III: Part 2. The More Capital, the More Stability
- Risk-Based Capital Requirements under Basel III. Part 1: The Trillion-Dollar Tweak
June 2012
- Ethics and Risk Management: Part 3
- Ethics and Risk Management: Part 2
- Ethics and Risk Management: Part I
- Using Informatics to Keep Up with the Data Deluge
- Zombie Banks Part 2. A Call for Change
- Zombie Banks Part 1. Tough Love
- Reality vs Expectations: What Risk Managers Can Learn from the NFL
May 2012
- Sentiment Analysis and Risk Layering
- “We Need to Fix the Plumbing”
- Real-Time Risk Analytics, SAS Style
- Joost Driessen Discusses Liquidity Effects in Bonds