At the start of the year, participants in the credit derivatives industry were hoping for clarity on the future regulation of the market. Despite the passage in July of the Dodd-Frank financial reform act, details on several key aspects of the new regime could take several months to reveal themselves.
Central clearing and the possible future move towards exchange trading of credit derivatives are two grey areas. Of perhaps even greater significance is the controversial Volcker rule and the
- 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
- Quant Finance Master’s Guide 2019
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?