In celebration of our 25th anniversary this year, Risk re-publishes a landmark article by Fischer Black, offering a critique of the Black-Scholes model
The US SEC is highly sceptical of the structured products market and higher regulatory standards are on their way, says lawyer
The Office of Financial Research is charged with supplying data to help US regulators assess potential risks to the financial system, but Isda panellists express scepticism over what data should be ...
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Matthew Crabbe articles
New authority will conduct cost-benefit analysis to decide which derivatives should be cleared - but G-20 deadline is not negotiable, says Esma chair in first public speech
Institutions will be weaker and markets will be riskier if new rules vary between jurisdictions, Credit Suisse vice-chair warns
Leading expert on buy-side portfolio risk management Bernd Scherer is leaving Morgan Stanley Investment Management (MSIM) in London to join the Edhec Business School in January. At MSIM, Scherer was...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.