Clashing deadlines threaten to scuttle rates, but ‘in-flight files’ bill might save them
Risk.net’s guide to the world’s leading quant master’s programmes, featuring a ranking of the top 15 schools
The bank’s average VAR jumped $16 million to $51 million at end-December
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Credit risk quants are hitting the tech gap
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?
- Teach history to avoid mistakes of yesterday’s quants