Bayesian Methods in Portfolio Credit Risk Management
Sunday, 29 January 2012 | 
John A Morrison
Bayesian Methods in
Portfolio Credit Risk Management
A dissertation submitted to the
SWISS FEDERAL INSTITUTE OF TECHNOLOGY
ZURICH
for the degree of
Doctor of Sciences
presented by
JONATHAN ERIK PURVIS WENDIN
MSc. Engineering Physics KTH
born 17 April 1978
citizen of Sweden
accepted on the recommendation of
Prof. Dr. Alexander J. McNeil, examiner
Prof. Dr. Peter L. Bühlmann, co-examiner
Prof. Dr. Philipp J. Schönbucher, co-examiner
John A Morrison's blog | 
| Comments | 
Tags: Alexander J McNeil, analytics, Bayesian, credit, risk, stress test
Cutting Eurostat to Pieces
Monday, 21 November 2011 | Peter Lindmark
The present writer took up his Eurostat post in March 1991, right after Desert Shield. He was told then that Eurostat "had no right" to publish economic analyses and those instructions were repeated from time to time ever since. No Eurostat publication that he has seen contained any fruits of the officially forbidden research.
Peter Lindmark's blog | | Comments | Tags: analytics, Commission, econometrics, Eurostat, Greece, peter lindmark, statistics
Economist: Europe's deepening crisis
Friday, 11 November 2011 | Peter Lindmark
Peter Lindmark's blog | | Comments | Tags: analytics, EBA, EU, peter lindmark, statistics, stress test
Bank Balance Sheets and the Transmission Mechanism
Tuesday, 6 September 2011 | John A Morrison
Visualising 'Crowding Out' The MICRO (or Market) Perspective
Monday, 25 July 2011 | John A Morrison
charts from the ECB SDW
John A Morrison's blog | 4 comments | Comments | Tags: analytics, Crowding out, John Angus Morrison, LTRO, QE
Visualizing Uncertainty - the Fan Chart
Friday, 8 July 2011 | John A Morrison
PUBLIC QUANTITATIVE ANALYTICS: ASYMPTOTIC ORGANISATIONAL LAYOUTS
Saturday, 4 June 2011 | John A Morrison
a discussion of european issues of data quality & reliability
& a sketch of a roadmap to address such
ECB to reveal if increased commodity prices or wages dictate rate increase policy
Monday, 4 April 2011 | European Affairs
On Thursday this week ECB is expected to be the first of the three leading central banks to raise interest rates by 25 basis-points in its main rate to 1.25 per cent.
The ECB announced at last month’s policy meeting its “strongly vigilant” stance against inflation. Eurostat published its flash estimates where Euro area annual inflation is expected to be 2.6% in March 2011. This is well over the 2% target.
European Affairs's blog | 1 comment | Comments | Tags: analytics, ECB, econometrics, quant, stress test
Oil prices start to chip at global growth forecasts
Sunday, 13 March 2011 | Finance - Banki...
The steep rise in oil prices as unrest shook several countries in the Middle East and North Africa has rekindled fears of a global growth slowdown, and economists are starting to mull downward revisions to their expectations.
Oil markets have taken a breather in recent days, but so far this year oil has risen nearly 11% as geopolitical concerns centering in the Middle East and North Africa have powered oil’s rally.
High prices mean higher gasoline prices, which in turn have stoked concerns of rising inflation just as the global economy appeared on the mend after the 2008 financial crisis.
At least one big bank has lowered its expectations for global growth partly based on the rallying oil prices. Other private-sector economists say they’re holding off — unless oil prices spike again.
Are the key legislative pillars such as Basel II & III, UCITS IV and Solvency II forcing you to re-examine how you identify, measure and manage risk and capital?
Asymptotix work closely with our partners to help clients develop a more proactive, systematic and integrated approach to governance and risk management to deliver proper value.
Asymptotix can offer the support you need to deliver on time. Read more...
Is the goal of your website to sell services or products, educate, or collect data?
A positive customer experience is vital to conversion, no matter what your conversion goals may be. Our designers and developers will create a positive experience to maximize your conversions and deliver the optimal return on your investment. We strive to find the perfect balance between the web site’s design and functionality.
Asymptotix implements interactive solutions for European companies. From corporate websites to social communities, our clients will tell you an investment in building a scalable online experience will deliver long-term tangible benefits.
Based in Luxembourg we can help you all over Europe. Our multi-lingual team can work with projects and speak your language! Read more...