Quant of the Year - Lorenzo Bergomi

Readers of Risk voted Lorenzo Bergomi, head of equity derivatives quantitative research at Société Générale, quant of the year for his series of Smile Dynamics papers, the third of which was published by Risk in October.

With volatility in the equity markets scaling historic heights over the past year, the need to understand the dynamics of the implied volatility smile has become more important than ever. The volatility smile reflects the fact that the volatility implied from the market prices

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Anti-fraud product of the year: Moody’s Analytics

In a competitive landscape that demands robust risk management and compliance solutions, Moody’s Analytics has emerged as a standout vendor, securing the Anti-fraud product of the year award at the Risk Technology Awards 2023

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