Discover and read the best of Twitter Threads about #shocks

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Net thread Inshallah ->
What is the difference between the value at risk (VaR) and the conditional value at risk (CVaR)?
Value - at - Risk is the purported worst-case loss under normal circumstances/market conditions developed using a computational technique and further specific modelling assumptions tailored as per the risk reporting requirements of a Trading / Investment Desk.
But I tend to disagree with the term WCL - (the Worst Case Loss), as mostly used by some authors in the field of FRM - Financial Risk Management.
Read 36 tweets
I am humbled and privilleged to note that my #Research paper; "Sources of #Unemployment in #Lesotho" is now available and can be accessed via the People's Republic of #China's National #Science and #Technology #Library - #NSTL. I give thanks 😎 Image
So far this year, I have successfully published three #Research articles in #Macroeconomics & #Finance, with another two in press. I am currently hammering away at a handful of working papers which will most certainly find a home in reputable #Journals, come 2021 🙏🏽🙂 Image
Im currently internalising the very insightful reviewer comments on my latest #Research paper titled; "Investigating Determinants of Commercial Bank Spreads in #Lesotho", from the good folks over at the globally reputable #International #Journal of #Finance & #Economics #IJFE 😊 ImageImage
Read 52 tweets
@McKinsey_MGI has a report out titled; '#Risk, resilience & rebalancing in global value chains' it holds some good insights into trends in #GlobalTrade...Here are some takeaways...1/4 Large companies has global #SupplyChains w. 1000s of suppliers, disruption risks varies...
2/4 #Globalisation has been changing in the last decade, sector concentration varies between industries, poten. losses from #SupplyChain disruptions can be as high as 42% of 1 years EBITDA..Supply chain #shocks are becoming more frequent & severe...
3/4 Overviews of global production distribution of select industries - #Automotive, #Semiconductor & #Pharma...Concentration can be a key source of vulnerability...#SupplyChains #Risk #Macro #GlobalTrade
Read 4 tweets

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