Banks' Risk Management Challenge

Below you will find some examples of information, i.e. publications from BayernLBs research department. They are an initial overview of publications that may help you gain an understanding of the output the tool should support to generate. Of course, this is only non-binding information and not investment recommendations for private investors.

Perspectives (German)/ Perspectives (English): a monthly publication that looks at the most important events and how they influence the forecasts of BayernLB's Economics Department
Blickpunkt EZB (Focus on the ECB)/ Blickpunkt FED (Focus on the Fed): These are published after the central bank meetings to report on the results
Blickpunkt Immobilien (Focus Real Estate): Update on events in the real estate market
Sektoranalyse (Sector analysis): Irregular reports on economic/technological news in specific sectors
Länderanalyse (Country analysis): Annual update and risk assessment on specific economies (political, economic, financial conditions)
Morning Notes: Daily update of financial market data; mainly intended to show which indicators BayernLB Research is following
Rates & SSA Report: Analysis of movements on the bond markets
Credit Chartbook: Several charts on current events in the corporate credit market

In the following you will find some sources that can be used as inspiration for such a tool. Note: This list is NOT exhaustive but serves as a starting point for your consideration!

The items on the list below should give some inspiration, guideline which quantitative data could be used for this challenge. It is neither expected that all items below should be included, nor is the list complete.

Equity/ Stock Market

Euro Stoxx 50
DAX
Dow Jones
S&P 500
Nikkei
FTSE

FX-Rates

USD vs. EUR, CHF, JPY, GBP.

Interest Rates

Key ECB rates: Key ECB interest rates (europa.eu)
Euribor 3M, 6M
Swapcurves
Yields of Government Bonds

Credit Indices

iTraxx FIs 5Y
iTraxx Corporates (US, EU) 5Y

Commodity Prices

Oil WTI
Gold
Bitcoin
Energy Prices

Macroeconomic Data

GDP, Inflation, Unemployment Rate, etc. for various countries.

ECB Data Portal: Macroeconomic and sectoral indicators | ECB Data Portal (europa.eu)
OECD Main Economic Indicators (MEI) - OECD
Top 10 U.S. Economic Indicators (investopedia.com)
World Bank Data: Indicators | Data (worldbank.org)

Real Estate Market

For qualitative data written news article from high quality journals, newspapers should be used, such as:

TIME Magazine
Newsweek Magazine
Politico Magazine
New York Times
Wall Street Journal
Washington Post
BBC
The Economist
Financial Times
FORBES magazine
Bloomberg BusinessWeek
The Guardian
In Germany: Süddeutsche Zeitung, Handelsblatt, FAZ, Zeit

It is not encouraged to use social media news data like X/Twitter, Facebook, Instagram.

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