Liquidity plays a vastly underappreciated role in commodity markets
New areas for quant research are in abundance, but resources are not
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North American shale boom and renewables growth underline importance
How to actively manage the value-at-risk of energy derivatives
An improved Japan economy is ramping up quant investor activity across Asia
Lean times in energy and commodity derivatives trading have caused a cutback in the amount of time and resources spent on energy risk modelling – a worrying trend that could leave firms unprepared...
Jesper Andreasen slams new generation of quants as indoctrinated "muppets", incapable of independent thought
A decision by the SEC to invest in quantitative research is paying off, with recent enforcements in the hedge fund space a result of warnings generated by models, says SEC chief economist
Neil McGovern and Horace Chow discuss market trends, new regulation and areas of growth in the Asia region
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.