As an investor in financial debt, we are preoccupied with the type of
environment that could create events such as non-viability or create an
impairment to loan pools inside and outside of the banking sector.
Our research leads us to believe that severity and speed are key in
making these tail events plausible, consequently our monitoring is
focussed around the type of things which could give rise to a heightened
level of speed and severity.
The document runs through an explanation of the Realm System risk score
as well as reviewing historical analysis and where we are today.
We have also provided a qualitative review of the system, where we touch
on the themes of regulation, disintermediation and our anecdotal
experiences from talking to market participants.
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