Alexander Campbell
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Articles by Alexander Campbell
Search engine study shows limits of alternative data
Google Trends adds nothing to volatility predictions, researchers find
Fire sales turn a crash into a crisis, simulation shows
‘More realistic’ core-periphery model leads to wipeout of network if several nodal banks default
Privacy laws crimp bank efforts to snoop on traders
Banks want to surveil employees to prevent malfeasance. GDPR is hobbling those efforts
Keeping the robots honest
Human overseers are in short supply in an arena where losses can be crippling in minutes
Push harder on cyber intel sharing, Apac regulators told
Regulators must work with banks to foster trust on cyber threat intelligence sharing, say execs
Royal Commission report sparks conduct risk changes at ANZ
Regulators must work with banks on conduct risk rules to avoid “box-ticking exercise”
It’s a dangerous world: stress-test your managers
Ex-British Army chief tells banks: “You need to see how your peers react when the pressure is on”
Want to catch misbehaviour? Watch the electronic chat
“It’s amazing how many people have arguments on chat” – BNP surveillance executive
Models need longer datasets to handle economic cycles – research
Decades, not years, of credit losses required for accurate risk modelling, argues expert
Quants propose new method of calculating op risk VAR
So-called ‘incremental value-at-risk’ offers future snapshot of op risk exposure, authors say
Stoplight system could spot imminent meltdowns – study
Proposed traffic light system sifts through transaction data for signs of trouble
Modelling cyber losses could get easier – study
Cyber losses behaved much like non-cyber losses when grouped by severity, so perhaps less data is needed