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Revision as of 22:30, 28 February 2013

Interests

Systemic Risk / Dodd-Frank reform and related international reforms
Investments and Trading Systems
Algorithmic Trading FIXatdl and the HCI (human / computer interface) for algorithmic trading
Money Management
Talk to me. Post here:here or e-mail direct here: here.

--Rick 17:22, 6 December 2006 (UTC)

WikipediA Articles Originated

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!
Systemically important financial market utility non bank, non broker financial firms deemed to be systemically importantT 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

References

^ J.P. Fouque and J. Langsam, eds. (2012). Chapter in Handbook on Systemic Risk (PDF). Cambridge University Press. {{cite book}}: |last= has generic name (help)
^ Thomas J. Brennan and Andrew W. Lo (2011). "The Origin of Behavior" (PDF). In Publication.

Groups

MBA

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.

This user is a member of WikiProject Finance & Investment.

This user has been on Wikipedia for 0 days.

[1] J.P. Fouque and J. Langsam, eds. (2012). Chapter in Handbook on Systemic Risk (PDF). Cambridge University Press. {{cite book}}: |last= has generic name (help)

[2] Thomas J. Brennan and Andrew W. Lo (2011). "The Origin of Behavior" (PDF). In Publication.

[1]

[2]

@@ Line 11: / Line 11: @@
 * 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!
-* Analytical table tracking large banks, where they are, and who exactly is in charge of regulating them [[List of systemically important banks]]
 * [[Systemically important financial market utility]] non bank, non broker financial firms deemed to be systemically importantT 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?