Showing posts with label systemic risk. Show all posts
Showing posts with label systemic risk. Show all posts
Sunday, May 3, 2020

3/5/20: Financial Strength Across Emerging Markets

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A somewhat simplified, but nonetheless telling heat map of financial strengths and vulnerabilities across emerging market/middle income ec...
Sunday, January 5, 2020

5/1/20: EU's Latest Financial Transactions Tax Agreement

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My article on the proposed EU-10 plan for the Financial Transaction Tax via The Currency : Link:  https://www.thecurrency.news/articl...
Saturday, September 28, 2019

28/9/19: Evidence of Systemic Risk from Major Cybersecurity Breaches

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In our post for Columbia Law School's CLS Blue Sky Blog, myself and Shaen Corbet explain in non-technical terms our ground-breaking fi...
Saturday, September 21, 2019

20/9/19: New paper: Systematic risk contagion from cyber events

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Our new paper, "What the hack: Systematic risk contagion from cyber events" is now available at International Review of Financia...
Friday, June 15, 2018

15/6/18: Italian High Yield Bonds and Markets Exuberance

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Nothing illustrates the state of asset valuations today better than the junk bonds tale from Italy. Here is a prime example from the Fitch...
Sunday, May 20, 2018

19/5/18: Leverage risk in investment markets is now systemic

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Net margin debt is a measure of leverage investors carry in their markets exposures, or, put differently, the level of debt accumulated on...
Thursday, September 7, 2017

7/9/17: What the Hack: Systematic Risk Contagion from Cyber Events

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We just posted three new research papers on SSRN covering a range of research topics. The second paper is " What the Hack: Systematic...

7/9/17: Long-Term Stock Market Volatility & the Influence of Terrorist Attacks

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We just posted three new research papers on SSRN covering a range of research topics. The first paper is "Long-Term Stock Market Vo...
Tuesday, January 24, 2017

23/1/17: Regulating for Cybersecurity: A Hacking-Based Mechanism

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Our second paper on systemic nature (and regulatory response to) cyber security risks is now available in a working paper format here: Cor...
Monday, January 16, 2017

15/1/17: 2016 was a year of records-breaking policy uncertainty in Europe

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When it comes to economic policy uncertainty, 2016 was a bad year for the Big 4 European states, except for one: Italy. Consider the...
Tuesday, January 3, 2017

2/1/16: Financial digital disruptors and cyber-security risks

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My and Shaen Corbet's new paper titled Financial digital disruptors and cyber-security risks: paired and systemic (January 2, 2017), ...
Sunday, May 22, 2016

21/5/16: Banks Deposit Insurance: Got Candy, Mate?…

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Since the end of the [acute phase] Global Financial Crisis, European banking regulators have been pushing forward the idea that crisis res...
Sunday, January 24, 2016

24/1/16: European Financial Networks: Prepare for Bloodletting to Commence

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A recent paper, titled " Transmission Channels of Systemic Risk and Contagion in the European Financial Network " co-authored by...
Saturday, January 4, 2014

4/1/2014: Small downgrade for Russia in ECR survey

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Euromoney Country Risk survey update for Russia out today is not a pleasant reading. Here are the details: Overall score is down, signall...
Wednesday, October 9, 2013

9/10/2013: Leveraged and Sick: Euro Area Banks - Sunday Times October 6

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This is an unedited version of my Sunday Times column from October 6, 2013. Newton’s Third Law of Motion postulates that to every actio...