21 August 2021
A mixed experience with Julia and saving data frames

23 May 2021
Misleading measurements and garbage in - garbage out models of systemic risk

12 April 2021
Everybody working in the financial system has an incentive to increase its complexity, including the regulators

11 April 2021
Riskometers and their inconsistencies

15 February 2021
Global market risk

13 February 2021
On the future of Amazon

8 February 2021
How fast is the Apple M1?

15 June 2020
ARM on AWS for R

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Risk forecasts made

Today's Global Market Risk is

Global Market Risk, monthly maxima

More information

Daily Risk Forecast

Average daily market risk forecasts

25 year price drops

The worst expected one day price drop in a quarter century

Time evolution of daily risk forecasts

Daily risk forecasts today, last month, quarter and year.

Model Risk

Model risk of risk forecasts using the max over min method

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