Degree of influence, 2016: capital matters

Capital, liquidity and XVAs are still the core of quantitative research in banking

CLICK HERE TO VIEW THE TABLES

Citations provide an indication of a paper's influence. The intricate network of praise, refutation and recollection, pegged together by blocks of reference, can help identify the longest strings of provocative thought. Capital valuation, management and allocation have dominated this year's Cutting Edge section; with regulatory pressures mounting, these issues have become central to quantitative finance.

The past few years have seen a flurry of valuation adjustment