Tag: regulation
RECENT ARTICLES
Risk management shocks and price distortions
Risk management relies on statistical metrics that converge on common standards. These metrics can change drastically alongside market conditions. A risk management shock is...
The predictive superiority of ensemble methods for CDS spreads
Through 'R' and 'Python' one can apply a wide range of methods for predicting financial market variables. Key concepts include penalized regression, such as...
Unproductive debt
Credit and related interest income have historically been viewed as service and related payment for lending productively. However, in a highly collateralized and risk-averse...