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Submitted by O Patrick Williams on

A COSC approach to bank survivability
Banking (complex) optimisation, stability and control (COSC)
Suggest that you look at the established results in COSC for determining the capital, leverage, liquidity determinants in bank control and regulatory requirements.
EG SE Gai Kapedia, Bank of England.
Duration effects on collateral and capital depletion are significant.
Correlation effects on capital adequacy discounts and the "right way" determinant of retained portfolio contribution.
JPMorgan had this near to correct prior to the 2007 crisis but we're over-reached in Detroit and LatAm while the CIO (London Whale) undermined these efforts. Now they have it right and have hence entered the top 10 global companies after Apple, Alphabet, Amazon, Microsoft and Facebook.