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Default Risk Modeling: Little Experiment (Part 4: Modeling – Conclusion) 24 Aug 2013 | 07:29 pm
This is the fourth post in the series of articles on modeling U.S. corporate default rates. So far we have: Introduced modeling dataset and a number of potential default risk indicators (Part 1: Data...
Default Risk Modeling: Little Experiment (Part 3: Modeling) 15 Aug 2013 | 05:55 pm
I’ll continue the exercise of modeling the U.S. corporate default rates started on 28 July 2013. You may want to first recall Part 2 of this series where we summarized variable definitions, discussed ...
When is a Special Offer Not Worth Having? 13 Aug 2013 | 10:41 am
Guest post by Elaine McPartland* When we hear the words 'special offer' it is natural instinct for our ears to prick up, as we naturally want to be able to bag a bargain. However, all too often we fo...
Default Risk Modeling: Little Experiment (Part 2: Modeling – Start) 9 Aug 2013 | 11:55 am
In Part 1 of this series I started a little experiment of modeling U.S. corporate default rates with the discussion of various default risk indicators and what economic sense they make; read it first ...
Default Risk Modeling: Little Experiment (Part 1: Data) 28 Jul 2013 | 03:56 pm
As you might be aware of, assessing the borrowers’ default probabilities and the expected credit portfolio default rates belongs to the most crucial tasks for each creditor – no matter if that credito...
Changing Financial Services Industry 8 Jul 2013 | 04:21 pm
Where the financial services industry is heading? It sounds like a good question in light of everything that I experienced and observed during my recent “adventures” in the various financial communiti...
Future Bitcoin: Currency for Better World – or Not? 4 Jun 2013 | 12:51 am
[NB! It’s a long essay. If you don’t want to read it all, just skip the rest and move to the “Short version of the long story” in the end. Then turn back to the beginning and read my reasoning.] More...
Future Bitcoin: Currency for Better World – or Not? 4 Jun 2013 | 12:51 am
[NB! It’s a long essay. If you don’t want to read it all, just skip the rest and move to the “Short version of the long story” in the end. Then turn back to the beginning and read my reasoning.] More...
Basel III: To Be Suspended and Potentially Dismissed 26 May 2013 | 02:38 am
The so-called Brown-Vitter Bill, the draft legislation which will be known as "Terminating Bailouts for Taxpayer Fairness Act of 2013" or the "TBTF Act” should U.S. congress enact it (and there is a g...
Basel III: To Be Suspended and Potentially Dismissed 26 May 2013 | 02:38 am
The so-called Brown-Vitter Bill, the draft legislation which will be known as "Terminating Bailouts for Taxpayer Fairness Act of 2013" or the "TBTF Act” should U.S. congress enact it (and there is a g...
