Journal of Computational Finance Editorial Board
Cornelis (Kees) Oosterlee - CWI National Research Center for Mathematics and Computer Science, and Delft University of Technology
Mark Broadie - Columbia University
Leif Andersen - Banc of America Securities, New York
Peter Carr - Morgan Stanley
M. A. H. Dempster - University of Cambridge
Peter Forsyth - University of Waterloo
Mike Giles - Oxford University
Jonathan Goodman - New York University
Lech A. Grzelak - Rabobank International
Desmond J. Higham - University of Strathclyde
Karel in 't Hout - University of Antwerp
Yuying Li - University of Waterloo
Andrew Lo - Massachusetts Institute of Technology
Mike Ludkovski - University of California Santa Barbara
Vladimir Piterbarg - Barclays Capital
Christoph Reisinger - University of Oxford
Chris Rogers - University of Cambridge
John Schoenmakers - Weierstrass Institute, Berlin
Artur Sepp - Bank of America Merrill Lynch
Kenneth Singelton - Stanford University
Reha Tutuncu - Goldman Sachs, New York
Carlos Vázquez Cendón - University of A Coruña
Kenneth Vetzal - University of Waterloo
Nancy Wallace - University of California, Berkeley
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This report covers the specific technologies required for firms to improve their ORM processes.
This white paper looks at the Basel Committee's BCBS239 principles, also known as PERDARR (Principles for Effective Risk Data Aggregation and Risk Reporting), which comes into force from 1 January 2016.
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Should MetLife be a Sifi?
US insurer MetLife is fighting its designation as a systemically important financial institution - a label handed out by the FSOC in December. State supervisors are also questioning the decision: www.risk.net/2391615. Should MetLife be supervised as a Sifi?
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