Unemployment
Unrealised losses down but not out in latest DFAST
Bank of America would emerge from Fed’s scenario with $22 billion net AOCI gain
Two quants use options pricing tools to model Covid-19
New tool aims to gauge wider cost of virus control measures
Multiple NPL models better than single models, research finds
Combinations of models produce better NPL estimates in study of Greek crisis
Historic gilt lows reflect improved debt outlook, but growth fears remain
New lows in gilt yields following last week's spending review have been seen by some analysts as a vote of confidence in the UK government's austerity plans. Other observers, however, say they reflect something else entirely.
US economy faces sluggish end to 2010
The Q2 slowdown in US growth is no short-term blip, according to investors.
Equities may have reached nadir - BlackRock's Doll
Commodity price increases may indicate improved economic prospects
Spain’s €15bn austerity plan is flawed, warns leading economist
The Spanish government has made plans for austerity measures based on growth forecasts that far outpace those of the IMF and EU.
From horses to hedging
Financial derivatives rely on liquid underlying markets to work properly, but what happenswhen such underlying markets do not exist, as is the case for indexes such as GDP orunemployment? Here, Ken Baron and Jeffrey Lange suggest a parimutuel auction…