Sponsored video: Societe Generale
New areas for quant research are in abundance, but resources are not
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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As insurers look for ways to improve the speed of their modelling calculations, some are turning to microprocessors originally developed for computer graphics in games consoles to increase calculati...
Mathematical models have always had their detractors, who view them as black boxes and their creators as blinkered eggheads, but this suspicion is now shaping new bank capital rules – with regulators...
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.