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Featured Blog Posts – March 2009 Archive (12)

Liquidity Risk The Interbank Market and Game Theory

Interbank markets may fail to allocate liquidity efficiently due to: asymmetric information about the quality of banks’ assets, banks’ free-riding on each other’s liquidity or on central bank liquidity; or as a consequence of predatory behaviour forcing ineffiient liquidation of bank assets. These are the (reasonably) well understood features of the "Game Theory" of the global interbank market.



It is becoming generally understood (particulalry in banking software development) that… Continue

Added by John A Morrison on March 31, 2009 at 2:31am — No Comments

#3: Here's a thought...

An occasional series in which a review of recent posts on SmartData Collective reveals the following nuggets:

Since the beginning of…

Believe it or not, the concept of data quality has been touted as important since the beginning of the relational database. The original concept of a relational database came from Dr. Edgar Codd, who worked for IBM in the 1960s and 70s. Dr. Codd’s ideas about relational databases, storing data in cross-referenced tables, were…

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Added by Brian Roger on March 29, 2009 at 1:30pm — No Comments

clementine from spss

I have just ordered clementine from spss to teach my MBA students in a few weeks. Can anyone share any tips and tricks I can use when I get the software package?

Added by Dr. Jamie Pleasant on March 27, 2009 at 8:46pm — 1 Comment

Here's a Thought - BI Nuggets from SmartData Collective

An occasional series in which a review of recent posts on SmartData Collective reveals the following nuggets:


Who’s in charge here?
A recent survey of business and IT leaders carried out by Kalido shows that over two thirds of businesses have no clear data governance program, and have no plans to implement one — and 13% are unclear as to what data governance even is. The research also reveals that nobody knows…
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Added by Brian Roger on March 23, 2009 at 5:26pm — No Comments

MECE Approach to Business Intelligence (BI) initiative

by Kesavan, H.



"MECE" stands for "Mutually Exclusive, Collectively Exhaustive". I am sure you must have guessed by now where that term comes from. If you said "Mckinsey", bingo! You can pat yourself on your back.



MECE is an approach that Mckinsey consultants religiously follow to find professional solutions to all their client problems. Given a problem statement, MECE addresses the problem by listing at the top level all issues making up that problem. Once the list… Continue

Added by Kesavan Hariharasubramanian on March 23, 2009 at 6:04am — No Comments

Hidden Decision Trees - A Better Approach to Scoring

Hidden Decision Trees is a statistical and data mining methodology (just like logistic regression, SVM, neural networks or decision trees) to handle problems with large amounts of data, non-linearities and strongly correlated independent variables.



The technique is easy to implement in any programming language. It is more robust than decision trees or logistic regression. Implementations typically rely heavily on large, granular hash tables.



No decision tree is… Continue

Added by Vincent Granville on March 17, 2009 at 10:30pm — 2 Comments

How to start a statistical career for a graduate when everywhere is asking for years of experiences?

Hello everyone,



My name is Rachel, who just joined AnalyticBridge. I am wondering if anyone could give me some advice on starting my statistical career as a graduate when most of the jobs are asking for years of experiences.



I have graduated with a Master of Science in Medical Statistics with First Class Honours in 2008 at the University of Auckland in New Zealand, and have moved to Sacramento in June, 2008 (Green card holder). I have great interest in statistical analysis… Continue

Added by Rachel on March 17, 2009 at 11:02am — 11 Comments

Common Sense approach to Consulting

by Kesavan,H



As consultants, we are expected to provide solutions to problems by application of (i)methodical approach to business analysis (ii)experience gained earlier from the same industry and (iii) the knowledge of industry best practices documented across the enterprise. It is a given that big Consulting companies recruit some of the best talent available around them and they also have a rich knowledge base that can be harvested for any new projects. Despite these… Continue

Added by Kesavan Hariharasubramanian on March 16, 2009 at 6:30am — No Comments

Closing the loop in BI

by Kesavan,H.



The significance of Business Intelligence (BI) has gained lot of currency over the last few years and lots of companies have jumped onto the BI bandwagon in the hope of finding the proverbial needle - namely, "actionable intelligence" - in the haystack of "data".



With a deluge of data confronting the companies nowadays, people at all levels of an enterprise have started realizing that implementing a BI system is more a necessity than a luxury. But… Continue

Added by Kesavan Hariharasubramanian on March 16, 2009 at 6:30am — No Comments

What am I doing with my blogging? A Theory Forge for Quantitative Risk Management!

Is it a vanity project? Am I writing a story with a beginning a middle and an end? In a way Yes! I really started blogging here on Analytic Bridge, Vincent Granville encouraged me, back in the day when Analytic Bridge had few members. I thought Analytic Bridge was an optimal place to blog references to banking supervision papers which had a quantitative orientation generally and I think I was correct in that. Now I have to blog corporately, I have to support the company in which I am a partner.… Continue

Added by John A Morrison on March 11, 2009 at 12:00am — No Comments

Is E Miner better than Base SAS?

Is Enterprise Miner 5.3 better tool than base SAS ? I have come across posts that stress about incorrect statistics in some statistical nodes. Any information on same , please share.

Added by Archana Mangtani on March 6, 2009 at 12:29am — 4 Comments

Aggregate bankruptcy rates and the macroeconomic environment: Forecasting systematic probabilities of default

Aggregate bankruptcy rates and the macroeconomic environment: Forecasting systematic probabilities of default



by Dewaelheyns N; Van Hulle C.



K.U.Leuven, Faculty of Economics and Applied Economics, Department of Accountancy, Finance and Insurance (AFI), Research Center



Abstract



Recent empirical research has stressed the importance of economy wide factors in the assessment of default risk, for instance for bond portfolios or portfolios of bank loans.… Continue

Added by John A Morrison on March 2, 2009 at 11:00pm — No Comments

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