Interests
edit- Company Data and linking on WikiData see: WikiData Company Data Project
- Concept level interest in news reporting support tools - leading to better quality reporting. see Reporter's Notebook
- Systemic Risk / Dodd-Frank reform and related international reforms
- 2012 JPMorgan Chase trading loss analysis
- Compelling images
- Investments and Trading Systems
- Algorithmic Trading FIXatdl and the HCI (human / computer interface) for algorithmic trading
- Money Management
- Selected psychology topics
- WikiPedia edits
- Talk to me. Post: here or e-mail direct: here.
Articles & Sections Originated
edit- Sorry, this one got deleted. 2016 US Russian cyber conflict. Talk page here. Deletion by admin Deryck_Chan. Comments here. Article seemed timely, important and non partisan, however others felt strongly it lacked significance. Its hard to write on US and Russian actions that are covert, yet this seemed to rise above the rader. Time will tell. Additional References here.
- Around the world substantial resources have been allocated to mapping the human brain, including the the proposed $30 billion dollar Brain Activity Map Project in the USA. I originated User:Rjlabs/List of topics related to brain mapping to provide a basic "reading list" to possibly make that new research more generally accessible to a wider audience. I'm also pondering some broad background questions that will likely need to be addressed as brain research moves forward at User:Rjlabs/Brain mapping frequently asked questions. More recently the article was spit by others into two parts Outline of the human brain and Outline of brain mapping.
- Large banks and Office of Financial Research also collect and utilize massive amounts of data, with many points of interconnection, and ample data mapping. There may be some technology areas, such as big data management, and data mapping that are informed by the brain research effort which overlap with the needs of the financial industry.
- The CAMELS rating system is a formal system used to score financial institutions for safety in the U.S. It's used by regulators such as the FED, OCC, FDIC, NCUA. I created the "S", sensitivity to market risk section, which includes a regulator document review going back to the '90s. It illustrates what was known by the various bank regulators before and after the 2007-2008 financial crisis. My personal conclusion is that much was known well ahead of the crash but it was very poorly applied all the way out into the field. Based on looking at the documents after the crash I'm not convinced the problem has really been fixed? It also illustrates the difficulty of having multiple U.S. regulators each operating largely as a silo, and overseeing only a section of the financial industry.
- Article section on Money Market Fund Reform Money market fund#Systemic Risk and Regulatory Reform. This is a huge test of FSOC's effectiveness on systemic risk. Illustrates that U.S. financial regulators were all in silos for at least 20 years. Dodd Frank, FSOC and OFR are all supposed to be effective at closing up those gaps in the future? This will be a great initial "test case".
- Review of bank stress tests around the world with rapid links. List of bank stress tests. Given the degree of interconnectedness the failure of a systemically important bank by definition can cause big trouble elsewhere. Are the stress tests given to these large banks anywhere near uniform throughout the world? No, they are not. Is stress testing a nascent technology? Clearly!
- The largest banks operate on a global basis. Typically the uppermost entity is a holding company and underneath that level are hundreds if not thousands of separate operating entities, each of which is legally organized in some specific geography of the world. Bank regulation is however geographically very limited, with each jurisdiction (state, country, region, etc.) having its own lawmakers making their own laws, rules and regulations, which only apply within its borders. When a big bank starts to fail numerous regulators are therefore called to respond to the crisis. The following table shows only the top level of this process. It contains a list of large banks deemed systemically important by at least one major regulator. In it you can find all the large banks, and all the primary regulators. See: List of systemically important banks
- Systemically important financial market utility non bank, non broker financial firms deemed to be systemically important to the overall health of the U.S. financial system. These entities are now under the supervision of the Fed, and entitled to certain bail out help when under duress.
- Probe into JPMs trading 2012 JPMorgan Chase trading loss Deep dive here to see if all regulators are singing from the same sheet of music in perfect harmony? Loss was big, so risk was large. Have the regulators effectively moved to stem the risk? Is this type of risk endemic to large banks?
- Key systemic risk research organization in the U.S. Office of Financial Research
- Federated group of U.S. regulators involved with systemic risk Financial Stability Oversight Council
- Who's Who in the Swaps business Swap Execution Facility
- What exactly are the critical topics under Systemic Risk? Category:Systemic risk
- Time for a deep probe of the science behind fear and contagion
- Andrew Lo's work at OFR on behavioral aspects really only scratches the surface. See:
- Fear Greed and the Financial Crisis - A Cognitive Neurosciences Perspective[1]
- The Origin of Behavior[2]
- Originated the WikiPedia category related to the above: Category:Behavioral and social facets of systemic risk
- Sheila Bair finds a new home at The Pew Charitable Trusts Systemic Risk Council
- Sundry topics related to systemic risk
External Links
editReferences
edit- ^ J.P. Fouque and J. Langsam, eds. (2012). Chapter in Handbook on Systemic Risk (PDF). Cambridge University Press.
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has generic name (help) - ^ Thomas J. Brennan and Andrew W. Lo (2011). "The Origin of Behavior" (PDF). In Publication.
Groups
editMBA | This user has a Master of Business Administration degree. |
CPA | This user holds the Certified Public Accountant credential. |
CFA | This user is a CFA charterholder. |
This user is an Eagle Scout. |
1,000+ |