Stockholm-headquartered Nordea loses head of operational risk, Anders Meinert Jørgensen, to local competitor Danske Bank
More Danske bank articles
Jesper Andreasen slams new generation of quants as indoctrinated "muppets", incapable of independent thought
JP Morgan scoops six categories in Risk’s annual awards, with Deutsche Bank winning three. Two colleagues from Danske Bank – Jesper Andreasen and Brian Huge – land the award for quantitative research, while Markit’s Lance Uggla wins the lifetime...
The markets classically assumed by quantitative finance trade continuously, are frictionless, infinitely deep and liquid, and often normally distributed – a fiction so enchanting that many modellers mistook it for reality in the pre-crisis years. One...
Calibrating implied volatility just got easier – thanks to a classical mathematical device with an illustrious history. Laurie Carver introduces this month’s technical articles by looking at how the Laplace transform can make volatility calibration...
Nordic banks want to use the Basel framework’s advanced approach to credit risk capital, but local regulators are insistent that data – rather than judgement – has to be the basis for the calculations. Banks don’t have enough instances of default...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014