Showing posts with label tail risk. Show all posts
Showing posts with label tail risk. Show all posts
March 20, 2019

As long the mistake that caused a crisis gets to be treated as one that shall not be named, it is doomed to become a Groundhog Day event.

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Sir, Martin Wolf writes “financial regulation is procyclical: it is loosened when it should be tightened and tightened when it should be lo...
February 20, 2019

If QE seems to have turned into irreversible and the economy even needs a QE4, does that not point to something not going right?

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Sir, Michael Howell writes:“Modern financial systems have grown dependent on huge central bank balance sheets… our concern today is a growi...
February 12, 2019

A tweet dedicated to all those in FT that write the column of "Tail Risk"

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Two tail risks: The best, that which perceived as very risky turns out to be very safe. The worst, that which perceived as very saf...
April 13, 2018

Does not “safe(ish) activities such as holding government bonds” contain the fattest most dangerous tail risks?

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Sir, Gillian Tett writes “the Fed and the Office of the Comptroller of the Currency introduced proposals to “tailor leverage ratio requirem...
January 04, 2016

Bank regulators have set their highest bank capital requirements for what poses the least dangerous tail risks

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Sir, I refer to your “ World economy of so-so growth and fat tailed risk ” January 4, and your reporters “ Unlikely suspects are in the win...
June 10, 2015

How do we reduce the uncertainty on climate change risk with a higher degree of certainty? By taking risks!

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Sir, Martin Wolf writes: “Framing the challenge of climate change as a problem of insurance against disaster is intellectually fruitful. It...