Home > Library
Search results : monte carlo simulation
2020-12-31This simulation study delves into the quantitative effects of the recent proposal for more robust bank capital adequacy.
2013-06-06This research article proposes a new algorithmic model for credit portfolio segmentation.
2012-12-12This research article empirically shows the mysterious and inexorable nexus between credit default swap spreads and interest rate surprises.
2019-02-07 07:25:00 Thursday ET
President Trump picks David Malpass to run the World Bank to curb international multilateralism. The Trump administration seems to prefer bilateral negotiat
2019-01-04 11:41:00 Friday ET
Chinese President Xi JingPing calls President Trump to reach Sino-American trade conflict resolution. Xi sends a congratulatory message to mark 40 years sin
2019-05-30 16:44:00 Thursday ET
AYA Analytica finbuzz podcast channel on YouTube May 2019 In this podcast, we discuss several topical issues as of May 2019: (1) Our proprietary alp
2018-09-17 12:40:00 Monday ET
Nobel Laureate Robert Shiller's long-term stock market indicator points to a recent peak. His cyclically-adjusted P/E ratio (or CAPE) accounts for long-
2018-02-15 07:43:00 Thursday ET
Fed minutes reflect gradual interest rate normalization in response to high inflation risk. FOMC members revise up the economic projections made at the Dece
2023-06-28 09:29:00 Wednesday ET
Carmen Reinhart and Kenneth Rogoff delve into several centuries of cross-country crisis data to find the key root causes of financial crises for asset marke