Monthly Archives: July 2015

Welcome to the Boardroom: Have Chief Risk Officers Become Too Prominent?

Welcome to the Boardroom: Have Chief Risk Officers Become Too Prominent?

While participating in this year’s Aspen Critical Issues and Risk Forum, I had the opportunity to hear from a number of non-executive board members on the pressing challenges facing public boards. The theme of the forum addressed effective board governance during times of public scrutiny and how trust might be rebuilt. Board cultures have beenRead more

Eurobond Correlation Network: a case history

Eurobond Correlation Network: a case history

During the last two decades, the European sovereign bond market has been driven not only by the converging mechanism of its common currency, but by the centrifugal forces of trade imbalances and unequal sovereign credit capacity also. The Eurozone government bond spreads experienced “euro convergence” at the end of the 90’s in expectation of theRead more

Eurobond Correlation Network: fearing the Grexit

Eurobond Correlation Network: fearing the Grexit

Over the last five years, fears over a Greek debt and a financial contagion spreading to PIGS countries have dominated Euro Bond markets. Looking into 10 year bond price correlations across the same period, we are able to observe that, in this time, the Greek markets have already decoupled from those of other EU states.Read more

The emergent white-blood cells of the internet

The emergent white-blood cells of the internet

I attended the 27th Annual FIRST conference in Berlin recently. I have attended regularly for the last four years, and this year I noticed a couple of important things. Firstly, if you’ll forgive the pun, there was an increase in people working on cyber-risk metrics. Secondly, people were very interested in the work we doRead more

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