JPMorgan balances risk and reward with AI model checker
Your models are the core of your portfolio’s accuracy and performance. You absolutely can not make informed decisions without real and accurate information. What if More...…
The Trump Dump
The Trump “bump” is now officially the Trump Dump, as investors flee the market. That’s how it goes when you take credit for everything good More...…
The 10 Most Painful Questions for Risk Managers to Answer
There was a time when simply saying you had a risk system (preferably one that was well known, such as RiskMetrics) was enough to satisfy More...…
Ready, Fire, Aim.
The scattershot approach to trade tariffs has caused uncertainty and confusion in the markets. After all the tough talk on trade wars that are easy More...…
China Syndrome: Has the China Trade War Finally Triggered a Trump Meltdown?
After a year of political turmoil culminating in a whirlwind of March departures of key staff including Gary Cohen, Rex Tillerson and HR McMasters, Trump More...…
Volatility Model Risk – The Tail That Wagged the Dog?
The recent surge in the VIX (CBOE Volatility Index) at the start of the month and the proximate market correction raised a number of questions More...…
Bitcoin Cash Crash: The Grinch who stole Christmas
The speculative frenzy around Bitcoin reached a peak in December as Coinbase became the #1 app on the iPhone and their client base overcame Schwab. More...…
Learning to Love Risk
Most people have a love hate relationship with risk. We love the thrill of the stock market rising but hate losing money. Today, everyone seems More...…
The Dog that Didn’t Bark
If you are puzzled by the low volatility in financial markets, you have good company. Richard Thaler, the Nobel Prize winning economist is also puzzled More...…
Coin craze or a fraud by any other name?
In case you’ve been too occupied by Trump, Irma, Harvey or Kim Jong-un, you may not have noticed but the cryptocurrency market has been on More...…