Discover and read the best of Twitter Threads about #RISK

Most recents (24)

🚨Worth studying: 👇
"The Anatomy of the Bond Market Turbulence of 1994" - Bank for International Settlements

link in thread below. 🧵

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

1/ ImageImageImage

Link to the paper from Bank of International Settlements

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds
Read 8 tweets
1. New county-level #risk indicators released by @CDCgov last night.

Here's your look at weekly #transmission levels since Feb 24.

After looking much better in March, we're continuing to see rates of newly reported cases increasing in most US regions.
2. But, as has been the case for a while, when basing risk level on #hospitalization rates and hospital capacity, at least visually, the story is very different.
3. This shows CHANGE in each metric yesterday compared to 1 week prior. Many more places worsening than improving.

14% of the population worsened on the hospital-based measure; only 1% improved.

23% of the population worsened on the transmission-based measure; only 6% improved.
Read 7 tweets
🌍 Our 2022 #Science Board Symposium on "The #Emergent #PoliticalEconomy or #ClimateChange" kicks off with opening remarks from President David Krakauer.

Follow this 🧵 as we provide live coverage of this event all day...
"For those of you who think behavior change can prevent #ClimateChange...behavior WILL change when climate changes. Shutdowns from the pandemic resulted in a reduction of #C02 emissions of about 7.5%."
- SFI/@Harvard Prof Dan Schrag opens our speaker series today
"We *used* to talk about #ClimateChange used to be something that would happen to people in Bangladesh fifty years from now."

Re: #ClimateJustice,
"Children born today are going to deal with climate change they had no role in causing."

- SFI/@Harvard Prof Dan Schrag
Read 56 tweets
Stochastic and Deterministic LGD Loss Given Default Models are different.
Many bankers are unable to understand the different mathematical assumptions that can make the computations.
That is a big risk per se!
#model #Risk #Validation #Creditrisk #FRM
What is a hazard rate assumption?
How can credit risk be modelled using hazard rates?
This is beyond an average #banker.
Most primal bankers only understood the 5 or later the 7Cs of credit.
Accounting, cashflows, creating a charge on assets, foreclosure, special asset mgmt, etc
Actually, Quantitative Risk Management has not helped at all, in my opinion.
Blindly applying maths and statistics has made decision-making worst.
Banking was about relationship mgmt, business model analysis, accounting trickeries, branch operations, etc
Now it's like a lab work
Read 4 tweets
Risk Management is not just about producing tons of reports that nobody wants to read in the office.
I am very angry to note that most of the #ERM/Risk Desks just produce day-end reports, which end up in the dustbin.
Risk Dept. should not be a tick the box function.
what is the point of preparing #VaR Reports, when the fund manager does not understand basic probability?
There is no point in hiring a world-class hard science PhD to do risk management work at financial institutions or elsewhere, if the board members have zero numeracy and data science skillsets, the staff in front and back offices have poor technical and academic backgrounds, etc
Read 8 tweets
11pm 04/09/22 #LIVE #Facebook building is 100% blue
an hour later changed and @SimpliSafe app singled out? WTF!

🪡@𝓉𝒽𝓇𝑒𝒶𝒹𝓇𝑒𝒶𝒹𝑒𝓇𝒶𝓅𝓅 𝓊𝓃𝓇𝑜𝓁𝓁 🧵

11pm 04/09/22 #LIVE #Facebook building is 100% blue…

an hour after post
shared #security
#𝙼𝚒𝚊𝚖𝚒𝚃𝚎𝚌𝚑 @𝙵𝚛𝚊𝚗𝚌𝚒𝚜𝚂𝚞𝚊𝚛𝚎𝚣 @𝙼𝚒𝚊𝚖𝚒𝙼𝚊𝚢𝚘𝚛 @𝚞𝚜𝚖𝚊𝚢𝚘𝚛𝚜 @𝙲𝚒𝚝𝚢𝚘𝚏𝙼𝚒𝚊𝚖𝚒 #𝙼𝚒𝚊𝚖𝚒𝚃𝚎𝚌𝚑𝙼𝚘𝚗𝚝𝚑 @𝙼𝚊𝚢𝚘𝚛𝙳𝚊𝚗𝚒𝚎𝚕𝚕𝚊 @𝙼𝚒𝚊𝚖𝚒𝙽𝚎𝚠𝚃𝚒𝚖𝚎𝚜 @𝙻𝚎𝚟𝚒𝚗𝚎𝙲𝚊𝚟𝚊

Read 4 tweets
Daily Bookmarks to GAVNet 04/09/2022…
Global supply chain risk and resilience | VOX, CEPR Policy Portal…
#GlobalSupplyChains, #EconomicAnalysis, #risk, #resilience, #robustness
Researchers Identify 'Master Problem' Underlying All Cryptography | Quanta Magazine…
#ComputationalComplexity, #CryptographySecurity, #OneWayFunctions
Read 13 tweets
Finally, the #GoldacreReview is published! (During Parliamentary Easter holidays, mid-ping-pong on the #HealthAndCareBill...)

It's 221 pages - each PDF page is a double page spread - so this could be a lo-o-o-ong [Thread].

Here goes...
First point to note, in the Terms of Reference (p5), is that this is about "access to #NHSdata by #researchers, #commissioners, and #innovators" - i.e. #Planning and #CommercialReUse - so it is directly relevant to the operation of millions of people's #NationalDataOptOuts... Terms of reference for the review  1. How do we facilitate a
"185 wide-ranging recommendations for us to explore", says @sajidjavid (p6). Gulp! Time for some coffee...

"systems that ensure #underrepresented groups are well represented" may (partly) refer to this "landmark review", which got off to a slow start:… The far-reaching independent review into potential ethnic bi
Read 159 tweets
1/n 🧵 ICYMI "Scaling of Hunter-Gatherer Camp Size and Human Sociality"

New paper (@UChicagoPress) led by José Lobo (@ASU) & co-authored by a team incl. SFI's @BettencourtLuis (@miurbanchicago) & Scott Ortman (@CUBoulder), result of an SFI working group:… Image
This new research deploys #ScalingLaw insights to understand the population-density driven transition from temporary hunter-gatherer settlements to permanent sedentary city life.

Previous research on the impact of densification on the transition into city life has yielded conflicting results, some suggesting that hunter-gatherer groups actually thin out as they scale. (In what ways might this reflect transitions in the scaling of microbial organisms?) Image
Read 15 tweets
A significant #bond #buying opportunity is approaching.
As bond yields surge, history and #techncial analysis suggest that we should look at bonds for both #capital appreciation and a #risk hedge.…
In Dec 2018, we wrote why Jeff Gundlach was likely incorrect about 6% yields.
“Rates are at levels that historically led to some sort of event either economic, financial, or both, When that occurs, rates will go to 1.5% and closer to Zero.“
We got to 0.5%…
The surge in 2-year #bond #yields is unprecedented. Historically, such a surge in short-term yields coincides with either #recessions or #market events. With yields now 4-std deviations above its 52-week moving average, such has denoted peaks previously.…
Read 6 tweets
Do credit #underwriters, at banks, actually read the credit memo and the financial risk/credit scorecard attached and prepared by the analysts with the credit proposal?
In some jurisdictions the Head Office, Credit Committee Members don't even give a damn about the due diligence
#Bankers should not keep the Credit Manual for the Auditor's pleasure.

I don't want to expand on this one more.
And with the implementation of the @BIS_org Accords over the years, bankers have still not updated their manuals, policies, strategies, etc
Some bankers, especially credit back office, RMs, and Middle Office Risk Analysts still don't factor in credit risk metrics as required.
Read 8 tweets
Very talented trading geniuses can still go bust if they don't have good risk management skills. Here are some thoughts and tips on how we've learned to approach and think about #risk:
1/ There's endless opportunity and those with enough knowledge and skill can just keep winning while 80% of #traders fail. The 2 most significant areas to focus on, if you want to stay on top, are #education and mastering self-control
2/ Making decisions about how much to allocate to each of your favorite asset classes doesn't need to be stressful. By starting with a hard number of maximum possible loss relative to our net worth, we can establish relative percentages to use as a guide for sizing our bets.
Read 7 tweets
Is sex a critical factor for treating #AtrialFibrillation?❤️‍🩹

New #CardiovascularResearch study examines #SexDifferences in calcium handling & therapies in patients with #AFib…

Our tweetorial explains the findings⬇️👩‍🏫

@ESC_Journals @escardio #EPeeps (1/9)
#Atrial #myocytes were isolated from patients with & without #AtrialFibrillation

Sex differences in #risk factors & therapies were considered in the analysis (2/9)
To explore #SexDifferences in the mechanisms of #Afib, calcium handling was examined & calcium handling proteins investigated (3/9)
Read 9 tweets
#Mixtures matter! Check out our new study in @ScienceMagazine where we show the impact of real-life chemical exposure during pregnancy on language development, integrating epidemiology and experimental neurobiology (1/14)…
on the same issue, do not miss also the insightful perspective by @liew_zeyan and Pengfei Guo (2/10)… (2/14)
and here an animated summary of the story () by @secret_molecule (3/14)
Read 14 tweets
Twitter banned Trump in January 2021 "due to the risk of further incitement of violence."

So why is @Twitter allowing Trump to evade his Twitter ban and continue to incite violence?

@paraga @nedsegal #BanLizHarrington #BanTrumpWarRoom $TWTR
I'm a Twitter shareholder. I asked @TwitterIR to address risk of allowing Trump and his proxy accounts to tweet election lies on the service.

No one from Twitter has replied to my #OpenLetter to Twitter CEO @paraga & Board Chair @btaylor about #Risk $TWTR…
Twitter banned Trump "due to the risk of further incitement of violence."

"Trump's spokesperson, Liz Harrington, has been permitted since mid-2021 to freely tweet out Trump statements in which he lies that the 2020 election was 'rigged' and 'stolen.' @CNN…
Read 4 tweets
There are three important elements in #trading (in somewhat ranked order):
1. Having a true statistical trading edge(s).
2. Avoid behavioral mistakes (having a good trading mindset).
3. Have proper risk management.

#riskmanagement #risk
What is most important in trading?

Having a statistical #edge is the most important.

No trading mindset and/or risk management can ever replace a true statistical edge.…
The second most important is avoiding behavioral mistakes.

If you don't do what you should, then you most likely have no statistical edge.

No backtest can ever capture your overriding of the rules.……

Read 4 tweets
Hi @TwitterIR. I'm a shareholder. Looking forward to report of Q4 & FY '21 earnings on Feb 10, 2022. Please address @Twitter's decision to quit taking action against 2020 election lies. Risk of political violence puts $TWTR value and overall economy at risk.
Twitter spox told @CNN that Twitter has not been enforcing its 'civic integrity policy' in relation to lies about the 2020 election. That was the policy under which the company had suspended or even banned users for lying about the 2020 election. $TWTR…
An Open Letter to Twitter CEO and board chair from a $TWTR shareholder -- about Twitter's announcement to quit taking action against 2020 election lies.
Read 6 tweets
What is #XRP? How might it affect #globaleconomics? Let us tell you everything you need to know about XRP at the Feb. 3rd @linqtoinc Learn:
The cross-border #payments we know today are slow, expensive, and opaque. It goes through the 600-year-old correspondent #bankingsystem facilitated by #SWIFT. In short, this takes a while.
#XRPpayments are nearly instant removing #credit and #liquidity #risk from the process, lowering bank costs considerably. The network finds the best price for exchange and liquidity, and customers are no longer locked in, eliminating the settlement risk.
Read 4 tweets
Currently reading The Five Seconds Rule by @melrobbins

I'll be dropping lessons learnt on here.

#melrobbins #5secondrules #Reading #readingcommunity

1. No matter how bad your life can seem, you can always make it worse.
2. Knowing what you need to do isn't enough to create a change.
Read 76 tweets
Lot of people want to invest in #mutualfunds but there is always a question?
How to select the MF?

So, aa MF to invest in by reading Below🧵🧵..


Like & Retweet if you found Value in Thread..🙌🙌
Factors for Selecting a Mutual Fund Category-


Refers to an investor’s #Financial goal which aims to accomplish with the MF Inv.
It can be any short or long-term financial aspiration of the #investors


Refers to period which an investor wishes to keep #MONEY invested in a MF
It can be either short as 1 day or as long as more than 5 yrs
Different fund work best for different time horizons

#Investment #invest #mutualfunds
Read 18 tweets
سلام خدمت دوستان گرامی
در این رشتو قراره در رابطه با عدم قطعیت در بازار ها صحبت کنیم. شاید در نگاه اول موضوع جذابی نیاد ولی شکل گرفتن این ذهنیت برای تریدر واقعی الزامیه.
#uncertianty #risk #trade #market #عدم_قطعیت
1)اتفاق از آنجا شروع میشه که ما در دنیایی زندگی میکنیم که از عدم قطعیت فراریه . یعنی ذهن ما به صورت ناخودآگاه عاشق قطعیته و از فکر کردن به موضوعاتی که ابهام دارن سریع خسته میشه.
2)ما دوست داریم آینده پیش بینی پذیر باشه اما در بعد زمان محدودیم پس از علم برای حل این مشکل کمک گرفتیم. امروزه علم آمار و احتمال بهترین دوست قطعیت شده. یعنی با استفاده از داده های آماری سعی بر پیش بینی آینده داریم.
Read 24 tweets
سلام به همه دوستان .
در این رشتو قصد دارم یکبار برای همیشه مبحث مدیریت سرمایه و ریسک در معاملات و تعیین حجم پوزیشن در مارکت های مختلف رو بررسی کنیم و دیگه ابهامی برای کسی باقی نمونه .
1)اول از همه در رابطه با استاپ لاس یا حد ضرر صحبت کنیم . حدضرر جایی قرار میگیره که اگر قیمت بعد باز کردن معامله به اون قیمت رسید یعنی تحلیل فیل شده و با قبول ضرر باید معامله خارج بشیم. نحوه تعیین حد ضرر هم بسته به روش تحلیلی هست که استفاده میکنید.
2)خوب اما مفهوم ریسک در معامله چیه ؟ یعنی وقتی قیمت به حد ضرر رسید چقدر از حساب رو ضرر میکنیم. برای مثال منی که ریسک معاملاتم 1 درصده اگر استاپ بخورم یک درصد از کل حسابمو از دست میدم. حالا سوال اینه که چجوری بفهمیم جند درصد باید هر معامله ریسک کنیم؟
Read 24 tweets
#Read this new #Report while there’s still time to act!…

“US-#China Competition Enters the Decade of Max Danger: #Policy Ideas to Avoid Losing the 2020s”

My latest with Gabe Collins @BakerInstitute!

As #PRC/#CCP power peaks over this decade, #Xi may seek #Taiwan as historic prize.

To protect their security & rules-based order, US/Allies must mobilize immediately to deter aggression.

The mission is vital, the stakes are high, & the clock is ticking. Image
US/Allies/#Taiwan now face “#DecadeOfDanger” w/ peaking #Xi/#CCP/#PRC as #China has extreme version of “S-Curved #slowdown.”

Xi’s risk acceptance will likely be amplified by his track record of largely-uncountered revisionist actions vs. neighbors & RBO.…
Read 42 tweets

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