Thursday, May 27, 2010

Toward a global risk map

Now I’m quite involved now with trading and coding so I have little time to write posts. But today in the very morning a read a very interesting BIS paper written by by Stephen Cecchetti, Ingo Fender and Patrick McGuire.(Link here)Authors wants to build a giant global risk monitoring system which would monitor risks not only on macro level but also will monitor feedbacks between funding and asset side of financial institutions. This will be another important step in understanding functioning of global financial system

1 comment:

Joe Koltisko said...

Czesc Pan Chwiejczak,

I came across your article on "Irrational exuberance, LPPL signatures in EUR/PLN", through Bloomberg. The topic in general would be of interest to the actuarial investment newsletter readers in the US. Would you be interested in running it in our little publication? If so we would need a version that is ready to go right away.

I can also be reached at jkoltisko@nyl.com Thanks and regards