The Brexit reference for dummies
6 mins read Brexit reference for dummies. European Union – a brief history The European Union, previously known as the European Commission and
Reverse stress testing – Simplified guide
9 mins read A typical stress test creates a scenario and evaluates how a bank would fare under it. In comparison to reverse
The evolution of Bank Stress Test.
9 mins read Bank Stress Test. A changing model. Bank failures are such a traumatic event for society. Think of bank failure and
Calculating Economic Capital – Using Leverage ratio
4 mins read So far we have presented two methods for estimating Economic Capital. The first uses the worst case change in Shareholders
Yield Curve History – US Treasuries
4 mins read A visual depiction of shifts over the period 1978 – 2014 While we have spent a fair bit of time
The new textbook on risk
3 mins read I owe all of you an apology. You must be wondering where in the world have we disappeared to. It’s