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Vanilla exposures explain as much as two-thirds of returns, authors say
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Risk Quantum
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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Editors' choice
Functional programming reaches for stardom in finance
Fans highlight more reliable code, and suitability for complex tasks and distributed ledgers
Big Figure
VAR model in the spotlight
The VAR model used by NatWest Markets underestimated actual daily losses once in May, once in November, and three times in December.
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Comment
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Our Take
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