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John A Morrison

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JAM July11


John blogs prolifically and has many published papers to his name, the consolidation of his blogging (as original work) is available on the 'John Angus Morrison' tag on asymptotix here

John is always available & interested in Consulting assignments. He enjoys a challenge & can provide quite a 'bang for the buck'. His focus is in specific domains such as;-

  • Solution Design for Risk Management & Predictive Analytics
  • 'Buy Side' (Asset Management) Analytics, Fixed Income, Equities & Derivatives (UCITS4)
  • Econometrics, Big Data Management & Analytics
  • Stress Testing (Pillar 2) [Basel, Solvency]
  • Firm, Enterprise & Product Valuation, Structured Products Fair Value (IFRS7 / 9)
  • Rational Expectations, Policy Rules & Central Bank Reaction Functions

The CV is on the button below & John can be contacted by email here he would be delighted to hear from you.


Below a selection John's published work by business topic;- 

Basel II, Basel III, Solvency II

Economic Capital & Bank Stress Testing
Banking Transparency
The Business Cycle and Basel III
Macro-Econometric Modeling
Risk Management and Financial Predictive Analytics
Economic (Risk) Capital - How To - References
Asset Pricing and Valuation
Introduction date for the new directive (Solvency 2)
UCITS IV

Technology: Data Management and Predictive Analytics

The Argument for Open Source
An Information Framework for Financial Services Supervision
Market Risk: Inside the Volatility Zone
Risk Management: A Differential Diagnosis
SAP Business Objects Data Services Data Integrator
Is SAP Bank Analyzer Just too Complex?
Why SAP Bought Sybase
What does IBM's acquisition of SPSS mean?
IBM Industry Models for Banking and SDP
SAP Solution Architecture for Economic Capital

Economics & Political Economy

Gold Armageddon and the European banks
Quantitative Easing and the Yield on the 10 Year Gilt
The Political Economy of Quantitative Easing
Visualizing Uncertainty
The Commission and the European Banking System

EU Economic Governance
Round Tripping
Crowding out
A European Stabilization Bank

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you can find John's blogs and white papers as publications here (clic);-

money scienceqf

.... & finally some ancient history (clic the pic)

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Wordle: John A Morrison Wordle One