Topics-Archive

Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques…

The Center for Financial Studies (CFS) has awarded the Deutsche Bank Prize in Financial Economics 2015 to Stephen A. Ross. Jury Chairman and CFS Director Jan Pieter Krahnen explained the decision…

Commodities had a mixed week with currencies and equities providing little guidance. In Europe the economic outlook continues to improve while the showdown with Athens carries on with most…

The European banking union raises high expectations. Its uniform prudential standards are intended to improve bank stability and boost financial market integration, and it is expected to untangle…

Commodities made a strong comeback during the past week with the Bloomberg Commodity index returning 2.3%, the best weekly result in 18 months. Gains were seen across most sectors apart from…

After  the  January 15 currency earthquake, when the Swiss National Bank suddenly walked away from the franc ceiling, currency pegs around the world have come into focus. In Europe, the effort…

Geopolitical tensions, falling commodity prices, separatist movements, and more are shaping today’s political risk landscape. There is a clear divide between healthy emerging markets and those…

After a surprisingly good start to 2014, the German economy cooled noticeably in the course of the year. This was mainly due to the slowing of growth in key export markets and higher…

January proved to be another difficult month for commodities as the trend of falling prices amid rising supply (from crude and corn to iron ore and copper) resulted in a seventh consecutive…

The World Economic Forum and its partners have developed a new way for organizations to calculate the impact of cyberthreats. The framework, called "cyber value-at-risk" comes at a time when…

The CFS Index, which measures the condition of the German financial sector on a quarterly basis, increased significantly in the last quarter of 2014. It rose by 4 points to 115.4 points and…

About 30 years ago the personal computer began to make its way into regular use – and it went on to transform society and the way we live our lives. Kaspersky Lab’s experts decided to mark that…

Today’s global context is one of uncertainty, said Simonetta Sommaruga, President of the Swiss Confederation and Minister of Justice and Police. Uncertainty is prevalent in current conflicts and…

The absence of very severe catastrophes and a quiet hurricane season in the North Atlantic meant that losses from natural catastrophes in 2014 were much lower. At US$ 7bn, the most expensive…

Leonardo da Vinci once claimed that all our knowledge has its origin in our perceptions. Thus, our (presumed) knowledge of risks also depends hugely on our very subjective and therefore highly…

The assumptions of Gauss have formed the basis of public finance for more than a century. Traditional models and analytical methods for portfolio maximisation usually rest on the assumption that…