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EUROZONE SUMMIT: METRIC OF SUCCESS
Understanding what a Central Bank is for / The Boundaries of European Financial Institutional Architecture: WHAT IS THE METRIC OF SUCCESS OF THE FINAL EUROZONE SUMMIT CONCLUSIONS ? Understanding what...
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EZ politix is not a Western movie
an essay for the Cannes G20 - is the Greek referendum not real democracy? Is it not a referendum on Brussels ? weakness and stupidity at the apex in Brussels is what is embarrassing all of us as...
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Bayesian Methods in Portfolio Credit Risk Management
This thesis addresses the challenge of dependence modelling in portfolio credit risk management, and provides a first application of Markov chain Monte Carlo (MCMC) methods for statistical inference...
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Copula Dependence Structure on Stock Market with Application to Risk
Traditionally, dependency between stock returns has been expressed by linear correlation and been measured whether they follow the same trend of movement under the assumption of joint elliptical...
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SAS linx as REFERENCES asymptotix
I wanted to take another look at SAS; I needed to understand a SAS landscape for my own specific special interests, I needed some references which would draw that map for me; (there really is a lot of...
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Modelling the Product Hierarchy for Financial Services
I have promoted this set of Linx from a comment to our blog post "The New Banking Transparency ..."; (link below), [I never thought it really fitted there] to a wee blog post, all on its own, so that...
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The Gold Market De and Re Constructed a radical forward look by Peter Trzaska
OR How Oil is about to show the world the TRUE value of Physical Gold. The political nexus into which the dollar and gold are co-dependently enforced. A radical view focussed on recent sanctions on...
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The Political Economy of LTRO
An asymptotix approximation by J A Morrison / " This is not a liquidity trap; in the political context it’s a confidence vacuum! " INTRODUCTIONIt's LTRO[1] that I’m talking about this time! LTRO the...
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Warren Buffet is Misrepresenting the Logic of Gold Investment by Peter Trzaska
When one takes the time to acquaint oneself with the facts about the operation of the gold markets, and the two very different beasts, paper gold and Physical Gold, it becomes an exercise in stifling...
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White Papers on Software Architecture for Financial Services by asymptotix
1. A Solution Architecture for Economic Capital Quantitative Analytics 2. Credit Economic Capital 3. A Differential Diagnosis 4. Inside the Volatility Zone 5. An Information Framework 6. Risk...
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THAT ARMAGEDDON SUMMER OF 2010 Lessons for LTRO2 in 2012
Stress Tests are fundamental (at both the MACRO and MICRO level). Given that Basel-Pillar 2 is the macro prudential interlock point between the authorities and the transmission mechanism; Stress Tests...
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LTRO: Criminal Political Behaviour by Merkozy with Van Rompuy as the Marionette
LTRO will fail, mark my words and we will be back in another crisis this year when the LTRO bubble unwinds, if I can see it, then they can see it, they are playing games, re-arranging deck-chairs,...
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Progressive Credit Risk Management (CRM) Improving The Cost and Availability...
a new paper from David McKibbin Progressive Credit Risk Management (CRM) transparently presents “own credit risk” to improve Asset-Backed transaction terms. When the CRM output is combined with...
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Financial Services Regulation & Supervision (the future): Transparency...
There is sufficient material here, I think to give a flavour of thinking about the future in this space and establish a foundation for you to do your own exploration of the topic. Anyways here are...
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The European Stability Mechanism (ESM) in pictures by the Bundesministerium...
At their meeting on 24/25 March 2011, the heads of state and government adopted a comprehensive package to reform Monetary Union. read more
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Conceptual Foundations of a TOM for an ICU
There is a great deal of focus on the TOM (Target Operating Model) for an ICU (Internal Capital Unit of Basel II, Basel III or Solvency II) right now in Europe and the UK. We at asymptotix have done...
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SPAIN BANKS STRESS TESTS JUNE 2012
3 REPORTS BY CONSULTING FIRMS : OLIVER WYMAN, ROLAND BERGER & PROMONTORY & STAEMENT BY SPANISH AUTHORITIES The Spanish authorities present the results of this excercise as two stress test...
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An Essay for the EU summit June Twenty Twelve
It's going to take innovative and imaginative management, some thinking to fix this crisis and it cannot be done without an external context of political assuredness and governance which is blatantly...
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Lunatix3 EURO AREA SUMMIT STATEMENT 29 June 2012
The poison at the centre of this systemic institutional dysfunctionality is the unwillingness of the EUROPEAN COMMISSION cadre to relinquish the power it maintains by fragmenting European state owned...
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Rigging LIBOR or EURIBOR Macroeconomic Implications / asymptotix
Everything is priced off LIBOR in the UK and EURIBOR in Europe. This rigging scandal has implications throughout the whole economic system. version 4 In the midst of this LIBOR / EURIBOR scandal I...
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