Assetdyne, the London-based company which has introduced for the first time the concepts of complexity and resilience to stock and stock portfolio analysis and design, has analyzed recently systems of banks, namely those of Brazil, Singapore, Israel, as well top European banks. The way this is done is to assemble portfolios of the said banks and to treat them as system (which, in reality, they are!). The results are provided with comments.
Similar analysis may be run free of charge at Assetdyne’s website. As the analyses are performed on daily Close value of the corresponding stocks, the above indicated values of complexity and resilience may also change on a daily basis.
0 comments on “Crowdrating Systems of Banks Using Stockmarkets”