Quant of the year: Michael Pykhtin


In the wake of the financial crisis, regulators in the US and Europe decided the existing capital requirements regime was inadequate and needed to be overhauled. The industry’s models had failed to capture risks – most obviously credit and counterparty exposures – and some critics were calling for them to be reined in by blunter, simpler standards.

The Basel Committee on Banking Supervision only half agreed. Basel 2.5 and Basel III require capital to be held against new exposures, such as

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

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

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here