Multivariate analysis is a powerful tool for finding significant relationships between business environment and risk losses
Authors of their own destruction
Up close and personal
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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Optimism as trilogue discussions recommence, but a long way to go before an agreement is reached
Extending the UK's powerful Bribery Act to cover fraud is superficially tempting, but will face difficulties
A fragmented view
Quotes of the quarter
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
Lookback: Improvements in Europe and China
Too much information
A clear alternative?
The IAIS’s systemic risk proposals are contentious, but a global capital standard will be even more so
Fight the power
Avoiding greater fools
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.