AI and Geoeconomics

La lutte à la barricade - Emile Horace Jean Vernet (1814)  Mean Variance Framework Feb 28, 2014 Minneapolis Federal Reserve Bank President Narayana Kocherlakota said Friday that supervision is the best way for the Fed to tackle threats to financial stability, but said "residual risks" may remain for monetary policy to deal with. Kocherlakota suggested "a framework to incorporate systemic risk mitigation into monetary policymaking" using a "mean variance framework." But he did not flesh out this suggestion, saying more theoretical work is needed. Discussion of 2014 USMPF Monetary Policy Report, Narayana Kocherlakota BNY Mellon IR Survey Feb 10, 2014 Systemic market and #political-risk, followed by the uncertainty of new financial regulation, are the top issues named by companies as impacting global market confidence, according to the latest annual #investor-relations (IR) survey conducted by BNY Mellon, a global leader in investmen...

The graph below is automatically updated on a daily basis using Google Spreadsheet combine with Google Finance API #FinTech - Access File  here Fed Rate Hike Not Seen Til 2016, Cheap Money Fueling Stocks - April 18th, 2015 Equity-bonds correlation has move up from -70% on Feb 5th, 2015 to -17% this week. Increasing likelihood  of a rate hike by the Fed this year but also uncertainties about inflation may explain this rapid variation. #GoldmanSachs : "We do not have much confidence in the inflation outlook"  http://ow.ly/LMlUg #inflation #uncertainty High valuations represent a risk both on Equity and Bonds - April 5th, 2015 “We believe that the biggest risk is valuation risk : the risk of loss that is realized when expensive assets revert to fair value. This risk is critically important today as we believe stocks and bonds are expensive globally,” Catherine LeGraw, a member of GMO’s asset allocation team, wrote in a recent white paper . Are y...