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The relevance of the yield curve

Creating a future stress scenario for the yield curve is not easily done. Above all, it is something that has to be done carefully, because it can have negative repercussions for a financial institution.

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Are more complex models always better?

A part of the curriculum of the Econometrics & Mathematical Economics master’s degree given in the VU University Amsterdam is the course Time Series Econometrics. In this course, students are taught how to analyze time series with the aid of ‘state-space models’, on the assumption that observations over time (such as the content of the Nile, for example) are driven by non-observed factors.

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Time for collective risk mitigation

In April 2018, The Economist wrote about the sharp increase of methane in the atmosphere during the past 10 years. This increase is worrying because, like carbon dioxide, methane retains heat and contributes to the heating of the earth. Scientists don’t agree on the cause of the increase either.

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The risks of creating the wrong impression

In the film Margin Call, a recently dismissed banker, Eric Dale, talks about one of his accomplishments as an engineer before he went into banking. He explains that he’d helped to build a bridge from Dills Bottom in Ohio to Moundsville in West Virginia, the bottom line of which was that, collectively, motorists would have to drive 487,872,000 kilometers less every year.

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The balance between trust and control

Back in 2010, the American Economic Review published the article Growth in a time of debt, which was penned by Carmen Reinhart and Kenneth Rogoff (Reinhart and Rogoff).

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