Financial institutions on Wall Street are increasingly adopting catastrophe models to quantify and predict war risks, reflecting the impact of geopolitical volatility on asset pricing, while sparking debates over regulatory compliance.
Kenji··2 min read
Global markets are transitioning from volatility to structural adjustment. Rising 'going concern' SEC filings and evaporating liquidity in private credit signal systemic distress. A liquidity-first strategy is recommended, prioritizing cash and gold over leveraged assets.
Kenji··1 min read
May 2026 Market Risk Assessment: Private credit default risks are surging, and liquidity pressure is exacerbating systemic fragility. Despite yield curve normalization, the market remains in a risk-off, high-volatility state. Priority should be given to liquidity and safe-haven assets.
Kenji··1 min read
The market is shifting from a 'soft landing' narrative to concerns over corporate solvency. Increasing SEC distress signals and geopolitical fragmentation suggest a need for defensive positioning against structural fragility.
Kenji··1 min read