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Quant Finance Master’s Guide 2019
Risk.net’s guide to the world’s leading quant master’s programmes, featuring a ranking of the top 15 schools
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Risk Quantum
Data insights, delivered daily
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
Pooled resources offer way to keep credit models afloat
Supervisors drive banks to seek more corporate default data and cost-effective model improvements
Big Figure
Ice not in the Clear
Ice Clear Europe reported a peak margin breach of $1.2 billion in the third quarter of 2018 – the largest since public disclosure began in 2015. Prior to this, the CCP’s largest margin breach was $65.5 million and occurred in the fourth quarter of 2017.
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Comment
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Doing well by doing good
Our Take
Credit risk quants are hitting the tech gap
A tale of two CCPs
Does credit risk need an expected shortfall-style revamp?
Learning algos that learn how to learn