The problem
The quantitative models used nowadays for risk management and regulatory purposes at the financial institutions were designed in their core in the 50-ies and 60-ies of the last century. Industry standard models for both market and credit risk … Continue reading →
Shareowners need to get back in control over the corporations they own. Check out here for the organization I am supporting. The question is: how to shape a future in which excellent corporate governance is a prerequisite for any company to get funding and succeed? I have just submitted a short research paper for this [...] Continue reading →
Tags
123GO academic research Basel black swan Bulgaria climate change community consulting contact corporate governance credit risk ESG factors extremal risk extreme events extreme value theory forward-looking risk assessment IFRS individual investors innovation insights job Luxembourg Mandelbrot mathematics Minow Monks my 2c tips open source partner quantitative finance quantitative models responsible investment risk management risk management job shareholder actvism software software-as-a-service software consulting start-up company stress testing sustainable investment UCITS universal owner UN PRI web-based software






