Source: https://www.linkedin.com/feed/update/urn%3Ali%3Ashare%3A7040050372354215937
Demise of #SiliconValleyBank: Rapid Collapse of 16th Largest US Bank: https://lnkd.in/g3i_6Ssi : “Out of its total $173 billion #deposits, $152 billion are #uninsured.” “#SiliconValley #Bank was never subjected to the Federal Reserve Board LCR – even as 16th largest US bank, it was deemed too small.”
#Liquidity #Risk
#Liquidity #Coverage #Ratio #LCR
• J.P. Morgan Morgan Global Head of #Analytics-US Portfolio Management Teams Leader-Faculty-SME: Global #Finance #Liquidity #Risk Revisited: #Framework for Liquidity Assessment in #Portfolio #Construction https://lnkd.in/gnKT3tV4
• J.P. Morgan MDs Liquidity Framework Executive Presentation: 30-Years of #LiquidityRisk #Modeling: Global Finance Liquidity Risk Revisited: #JPMorgan #Alternative #Assets Portfolio Liquidity Assessment #Framework & #Models: https://lnkd.in/gqc7yim2
• J.P. Morgan Morgan MDs $500B #Fund of #Funds #ValueAtRisk #VaR Market #Risk #Models Report: Beyond ‘#Bayesian vs. Var’ Dilemma: Empirical #ModelRisk Management: Managing Risk for #HedgeFunds https://lnkd.in/gHquNjvy .
Source: https://lnkd.in/gjuqF-kb
Dr.-Eng.-Prof. Yogesh Malhotra AI-Cyber-Crypto-Quant Finance-Computing: MIT-Princeton AI-Quant Finance Faculty-SME: R&D Impact Among AI-Quant Finance Nobel Laureates: AWS Partner: AI-Quant Finance-Digital Pioneer: Silicon Valley-Wall Street-Pentagon-Global CEO Teams Leader: VC-PE CEOs Mentor: https://lnkd.in/gjuqF-kb
FutureOfFinance.org 1993-Current
“I’d just caution you that #models are backward-looking. The #future isn’t the #past.”
“#MarketRisk can hurt you, but #LiquidityRisk can kill you.”
“With market risk and #CreditRisk, you could lose a fortune. With liquidity risk, you could lose the bank!”
“No bank can ever afford to hold enough liquidity during normal times to be able to survive a severe or prolonged funding disruption.”
” In times of #FinancialCrisis, #asset #prices in some markets may reflect the amount of #liquidity available in the market rather than the future earning power of the asset.”
“Liquidity is a great metaphor, but we still don’t have an unambiguous #definition of it.”
“Comparing individual assets’ liquidities is problematic because one asset could be more liquid along one dimension of #transaction #costs while the other is more liquid in a different dimension.”
“#Normality has been an accepted wisdom in economics and finance for a century or more. Yet in real-world systems, nothing could be less normal than normality. #Tails should not be unexpected, for they are the rule.”
“I think you should be ambitious about your models, and push them as far as you can, but you need to be aware they will fail – and under what circumstances.”
C4I-Cyber Quantum Valley-SiliconValley Digital Pioneer USAF-USSF Ventures Engineering Sustainability
Silicon Valley’s Next Big Thing™: CEO-CTO-CFO Know-Build-Monetize™ Networks: Join The CxO Metaverse™
Global Risk Management Network LLC: Silicon Valley-Wall Street-Pentagon Networks: CNY-Quantum Valley
