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Friday, February 17, 2012

Funding Liquidity Risk

Basel III includes a new standard for Liquidity Risk that seems to be tripping up a few risk analysts working in this domain. In this post we briefly look at the possible outcomes from a poorly managed liquidity risk program and also the types of initiatives banks may consider for meeting the new Basel III Liquidity Risk Standard.

Saturday, February 11, 2012

Crowded Markets

The equities market a decade ago cannot be compared to what it has become today.

Over the last ten years globalization really has become that and connectivity has reached the masses.

The rise of Exchange Traded Funds, High Frequency Trading, the increase in the number of large positional hedge funds and the interest for sovereign powers to replace state funded pension programs with community based superannuation disbursements, are all driving factors for the emergence of asset bubbles.

In this short post we look at why asset bubbles are going to become a common occurrence.