Search results

  1. Dr. Jayanthi Sankaran

    Financial System Stability Assessment - IMF Report

    This seems to be a great resource on the FSSA globally: https://www.imf.org/external/np/fsap/fsap.aspx
  2. Dr. Jayanthi Sankaran

    2016 wide stress test results

    An interesting and very timely read - the new Basel Accord IV: http://www.bloomberg.com/news/articles/2016-08-11/european-bank-stress-tests-get-more-stressful-when-you-make-them-american
  3. Dr. Jayanthi Sankaran

    How to Keep Loans Performing: Business Snapshot 2.3 Hull/RMFI

    That's what I thought Brian - but was not sure! Did not know that Freddie Mac or Fannie Mae extended loans to LDC's. Thought only international banks did that...Ah....got it! @Mkaim just used the US GSE's example of 'Debt Restructuring' domestically, and applied the same concept to 'Debt...
  4. Dr. Jayanthi Sankaran

    Great - looking forward!

    Great - looking forward!
  5. Dr. Jayanthi Sankaran

    US FDIC Chair Thomas M. Hoenig: Why risk-based capital is far too risky!

    Thought that this was a very timely and relevant article: WSJ Aug. 11, 2016 7:21 p.m. ET Why ‘Risk-Based’ Capital Is Far Too Risky A risk-based system inflates the role of regulators and denigrates the role of bank managers. 38 COMMENTS The risk-based capital system that was long used to...
  6. Dr. Jayanthi Sankaran

    How to Keep Loans Performing: Business Snapshot 2.3 Hull/RMFI

    Oh - okay Deepak. Not good with acronyms! Thanks a lot:)
  7. Dr. Jayanthi Sankaran

    How to Keep Loans Performing: Business Snapshot 2.3 Hull/RMFI

    Thanks @Mkaim - appreciate it:) BTW what is a GSE?
  8. Dr. Jayanthi Sankaran

    How to Keep Loans Performing: Business Snapshot 2.3 Hull/RMFI

    Hi David, I don't know where to post this - so thought I would post it here. I am not very clear on the 'Debt Rescheduling' of Mexican/Brazilian/Argentinian debt in the early 80's. According to Hull "In the early 1980's, many LDC's were unable to service their loans. One option for them was...
  9. Dr. Jayanthi Sankaran

    Researchers outline risk of collateral collapse

    Hi @seidu, Unfortunately, I am also unable to access the articles on Risk.net, without subscribing! Thanks a lot:)
  10. Dr. Jayanthi Sankaran

    Yes, as Brian put it, we missed you too! Hope you had a great one - Best

    Yes, as Brian put it, we missed you too! Hope you had a great one - Best
  11. Dr. Jayanthi Sankaran

    Costs of central clearing may re-incentivise bilateral derivatives

    Your postings are always relevant and interesting, Seidu. Thanks a lot:)
  12. Dr. Jayanthi Sankaran

    David and Nicole's Vacation is coming up!

    Awesome - I could do with one! However, saw 'Ice Age' to compensate:)
  13. Dr. Jayanthi Sankaran

    VAR versus expected shortfall: why Priips has got it wrong

    Thanks a lot Seidu - really appreciate it! Thanks for the trouble☺
  14. Dr. Jayanthi Sankaran

    VAR versus expected shortfall: why Priips has got it wrong

    Unfortunately, I am unable to subscribe because the fee is so high! Missing out on all important stuff!!
  15. Dr. Jayanthi Sankaran

    David and Nicole's Vacation is coming up!

    Hope you had a great vacation :)
  16. Dr. Jayanthi Sankaran

    SQL advice

    I did a lot of SAS during my PhD. But that was years back! It is fantastic - good luck!!
  17. Dr. Jayanthi Sankaran

    SQL advice

    Sorry Seidu - don't know anything about SQL!
  18. Dr. Jayanthi Sankaran

    Reputation of the FRM in Europe

    Shocking indeed to say the least!
  19. Dr. Jayanthi Sankaran

    All Models are wrong, but some are useful! Why good Model Risk Management matters

    Just one more thing I would like to add here is a book by Emanuel Derman 'Models Behaving Badly'. Just bought it!
  20. Dr. Jayanthi Sankaran

    GARP courses (Foundations; Risk and Regulation)

    Hi @JordanMatrix, Yes, I have looked at these courses on Financial Risk and Regulation. IMO, you can easily pick up regulatory material from Hull - 'Risk Management and Financial Institutions' and of course, all the Basel papers. FRM Part II has a load of those readings. Also, David's "This...
Top