Which US Markets are Most Complex (and Risky)?
In a turbulent economy, punctuated by destabilizing events, resilience and complexity as the main new factors which are impacting theContinue Reading
Tag: holistic rating
The Elegance of Frugality and Risk
Preface to “A New Theory of Risk and Rating” by Giulio Sapelli. The Elegance of Frugality and Risk. From aContinue Reading
Systemic Risk Analysis – A New Approach
In a world dominated by turbulence and interdependency, fragility and complexity are the main new factors which are impacting theContinue Reading
The Global Financial Complexity Index – Measuring the World’s “Financial Temperature”
The World’s stock markets form a complex highly interdependent and dynamic network which embraces the entire global economy. This systemContinue Reading
ASSETDYNEX: Complexity of Major Markets in Real-Time
The ASSETDYNEX tool (www.assetdynex.com) has a new and powerful graphic feature which enables users to quickly visualize the timeContinue Reading
Financial Stability Board – Moving Away From CRA Ratings
It its may 12-th, 2014 final Peer Review Report (download) the Financial Stability Board speaks of “reducing Reliance on CRAContinue Reading
Why Regulating Ratings Won’t Fix the Problem
Much has been written about the global economic crisis, its causes and its consequences. We could say that to aContinue Reading
A Bank is Only as Healthy as Its Clients. High-Frequency Rating of Bank-Client Transactions
In a turbulent and globalized economy, the focus is no longer on growth but on stability. The stability of aContinue Reading
A Resilience Test of US and EU banks. A Systems Perspective.
There is much discussion today about systemic risks. In particular, the notion of “systemic” banks or corporations has become popular,Continue Reading
How Do You Rate an Entire Market?
Traders and analysts judge market performance by looking at the values of stocks and indices. However, stock markets don’t haveContinue Reading
Artificial Intuition 