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ESG Risk Management

“If you gaze into the abyss, the abyss gazes back into you” It is always fun to have something apocalyptic with which to start an article on ESG. The area, from a financial data perspective, is so new and so multi-dimensional, and so largely informed by opinion rather than actual facts that is quite possible […]

February 22, 2022May 30, 2022, by administrator

Stressing Stress Testing

Scenario analysis, stress testing, call it what you will, it is ubiquitous in financial risk management. Risk reports are littered, both literally and figuratively, with the detailed and sometimes not so detailed results of stress tests. The question that I would like to pose is, to what extent do all those numbers and graphs aid […]

February 11, 2022May 2, 2022, by administrator

HNY!

Happy New Year! Well actually it really was happy last year. I am guessing that it is fairly well known that equities had a fairly good year. The Euro Stoxx was up ~21% and the S&P was up ~27% in 2021. Commodities also had a bit of a bumper time with oil up 56% and […]

January 12, 2022, by administrator

SFDR – Still not a lot of fun…

So, the implementation of SFDR has been delayed again. Even if you were not paying attention, it was fairly clear that few were in a fit state to start compiling their taxonomy alignment, and those that claimed they were, required considerable creative effort. Not necessarily a wise move when reporting to the regulators. What has […]

December 2, 2021, by administrator

Inversionomics

One for the nerds today… A long long time ago, in economies far far away from where they are today, yield curves moved, a lot. The short end rose and fell, the long end rose and fell, and not so often at the same time and in the same direction. This led to a considerable […]

November 3, 2021, by administrator

Synchronicity

No, not the middling to good, with a few very good tracks from The Police in ’83. What I would like to discuss is the impact of timing on the analysis of time series data. And by timing I am not talking about when the data is actually put to use, but rather when it […]

September 27, 2021, by administrator

Risk Management for Risk Managers, part 2

Long story short, you, as a risk manager are short an option to the institution that has hired you. As circumstances dictate, it will exercise that option by way of an unceremonial, and worse, uncompensated exit of your good self from said institution. Your job is to manage that risk. Ironically, the hint is in […]

September 14, 2021, by administrator

Risk Management for Risk Managers

No, this is not another addition to the countless, a few of them actually useful, books / articles etc on financial risk management. This is about a topic that should be close to every risk manager’s heart but so rarely is the case. I am referring to the risk management of the career options, consider […]

July 8, 2021, by administrator

ESG Risk Management

June 16, 2021, by administrator

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