Alexander Campbell
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Articles by Alexander Campbell
Closer ties between banks could mean more risk-taking
Model points to risks of core-periphery structure
Banking book risk, op risk losses and problems with FRTB
The week on Risk.net, November 25-December 1, 2016
Multiple NPL models better than single models, research finds
Combinations of models produce better NPL estimates in study of Greek crisis
Op risk family tree challenges Basel’s business line focus
Cladistic analysis shows importance of control failure, crime and fraud
Smart contracts, structured product regulation and CCP member defaults
The week on Risk.net, November 18–24, 2016
Bailouts more likely in unequal democracies, research finds
Accountable governments face pressure to preserve banks
Topology matters: why regulators may be missing a trick
Bank networks evolve to be liquid but unstable, new research shows
Political risk, variation margin and liquidity for non-banks
The week on Risk.net, November 4–10, 2016
Simulated banking system shows pros and cons of Basel III
Stability improves, but higher capital requirements also cut lending in new research
Brexit margin calls, SwapAgent and the roots of op risk losses
The week on Risk.net, October 27–November 2, 2016
Coal contracts boom is a sign of desperation
Producers' turn to derivatives may be a last throw of the dice
Rating aggregation flawed, but better than nothing, researchers say
New research finds errors still substantial even after combining ratings
Custom models work better for op risks, research finds
Bayesian approach touted for mis-selling and other management failures
Margin reform, uses for blockchain and interdealer survival
The week on Risk.net, September 9–15, 2016