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If the connotation of risk is an intertwined concept and is difficult to quantify, how does a Risk Officer look at it?
Is there any way other than using copula models to determine systemic risk with long tails or a black swan event?
@CQFInstitute @GARP_Risk @SOActuaries
Is there any way other than using copula models to determine systemic risk with long tails or a black swan event?
@CQFInstitute @GARP_Risk @SOActuaries
I guess we are worried about Market and Credit Risks or other interrelated financial risks which can create conjoint loss given events.
Any #Gaussian distribution model will enable you to model and predict potential Operational, Liquidity and Balance sheet AL - (Asset - liability) Mismatch, Market and Credit drove losses under normal market conditions.
How #Fibonacci Extensions On Log-Scale Can Give Long Term Targets For #Index BullRun?
1.618 & 2.618 are most popular extension applied on Previous Major Corrections
Problem of taking #Linear projections on Long Term Chart is that they give very Small Target
1.618 & 2.618 are most popular extension applied on Previous Major Corrections
Problem of taking #Linear projections on Long Term Chart is that they give very Small Target
Example- Nifty Major Correction in 2000-2003 bear Market Happened from 1818 to 850
if One takes the difference on linear scale & apply 1.618,2.618 extensions, it gives targets of 2416 & 3384, way too small than what Nifty achieved in next Bull Run
if One takes the difference on linear scale & apply 1.618,2.618 extensions, it gives targets of 2416 & 3384, way too small than what Nifty achieved in next Bull Run
On othe hand, if one takes Logscale Difference between 1818-850 & applies 2.618 Extension, it gives Target of 6220, close to 6357 where Nifty bull run ended in 2008
We have all been witness to the recent volatility in the #Global #Oil markets. We have seen how disruptions in oil #Supply, be it from #SaudiArabia, #Nigeria, #Venezuela, #Iran or #Libya can cause upticks in the global #Price of oil...
