Bank Regulatory Changes to Credit Risk
BIS will no longer allow internal modeling for banks to arrive at risk weights In all likelihood, there will be a rise in credit risk assets,...
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Global Macro Take: WK 12. Dollar Melt-Down = EM EQ + EM FX + CMD Melt-Up
Barring some kind of shock-event, US dollar liquidation will drive markets for the near-term, possibly even a few weeks. Already elevated EM...
336 Views
Portfolio Return Opportunity from Strategic Currency Allocations?
Strategic Portfolio returns available from strategic currency allocations. We review ClearMacro's expected returns methodology and the...
288 Views
New BIS Proposal on Operational Risk, Comparing China to Australia
There is a new proposal from BIS that is seeking to change the way banks calculate their operational risk. The concern they have is the current...
295 Views
What the Capex Cliff Means for Australia's 'Big Short'
In the past week, two bottom up developments have dominated the financial market news flow in Australia: the belated announcement of CEO...
452 Views