Credit booms, banking crises, and the current account
JS Davis, A Mack, W Phoa, A Vandenabeele - Journal of International …, 2016 - Elsevier
A number of papers have shown that rapid growth in private sector credit is a strong predictor
of a banking crisis. This paper will ask if credit growth is itself the cause of a crisis, or is it …
of a banking crisis. This paper will ask if credit growth is itself the cause of a crisis, or is it …
[BOOK][B] An introduction to fibrations, topos theory, the effective topos and modest sets
W Phoa - 1992 - Citeseer
A topos is a categorical model of constructive set theory. In particular, the e ective topos is
the categoricaluniverse'of recursive mathematics. Among its objects are the modest sets, …
the categoricaluniverse'of recursive mathematics. Among its objects are the modest sets, …
Yield curve risk factors: domestic and global contexts
W Phoa - The Professional's Handbook of Financial Risk …, 2000 - books.google.com
Traditional interestrate risk management focuses on duration and duration management. In
other words, it assumes that only parallel yield curve shifts are important. In practice, of …
other words, it assumes that only parallel yield curve shifts are important. In practice, of …
Relative computability in the effective topos
W Phoa - … Proceedings of the Cambridge philosophical society, 1989 - cambridge.org
… Now a subset A £ w of natural numbers corresponds to a -i->-closed subobject A >-* N; let …
numbers endowed with the following preorder: if p,q c w then p\-q\iand only if there is an index …
numbers endowed with the following preorder: if p,q c w then p\-q\iand only if there is an index …
Effective domains and intrinsic structure
W Phoa - [1990] Proceedings. Fifth Annual IEEE Symposium …, 1990 - ieeexplore.ieee.org
… There is a complete Cspace W which acts as a ‘fixed point classifier’, and this means that
CSzg is a model for the system of Crole and Pitts described elsewhere in this volume. Note. It is …
CSzg is a model for the system of Crole and Pitts described elsewhere in this volume. Note. It is …
Estimating credit spread risk using extreme value theory
W Phoa - Journal of Portfolio Management, 1999 - search.proquest.com
In 1998, many fixed-income investors grossly underestimated the extent of credit spread risk.
The main reasons were a failure to take heavy tails into account when estimating risk, and …
The main reasons were a failure to take heavy tails into account when estimating risk, and …
Categorical models of relational databases I: Fibrational formulation, schema integration
A Islam, W Phoa - International Symposium on Theoretical Aspects of …, 1994 - Springer
… alone, given that one is concerned with the world W. A typed record function respects the
functional W-dependency ll --+ 12 if its 12 value (12, y} is a refinement of the value (11,9"(x)). …
functional W-dependency ll --+ 12 if its 12 value (12, y} is a refinement of the value (11,9"(x)). …
[BOOK][B] Advanced fixed income analytics
W Phoa - 1997 - books.google.com
… Wesley Phoa covers a variety of important topics within the bond markets, including
inflation-indexed bonds, prepayment risk and modeling, term structure models, credit spread and …
inflation-indexed bonds, prepayment risk and modeling, term structure models, credit spread and …
A note on arbitrary yield curve reshaping sensitivities using key rate durations
W Phoa, M Shearer - The Journal of Fixed Income, 1997 - search.proquest.com
Yield curve reshapings (non-parallel yield curve shifts) are critical to bond performance.
Typical reshapings include changes in the slope or curvature of the yield curve and the …
Typical reshapings include changes in the slope or curvature of the yield curve and the …
Scenario-Driven Adaptation to Emergent Risks.
JN Abdey, JS Franz, WK Phoa - Journal of Portfolio …, 2022 - search.ebscohost.com
In order to be resilient to unmodeled risks, an investment management process needs to
incorporate a discipline of continuous scenario analysis. The authors describe the essential …
incorporate a discipline of continuous scenario analysis. The authors describe the essential …