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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
- Regulators to scrutinise CCP default auctions
- People moves: Bank of America names new Apac chiefs, Wilkinson leaves LGIM, Lloyds loses Coutte, and more
- Sefs, Libor fallbacks and risk governance in Asia
- VAR surges, revenues tank at French banks hurt by volatility
- A rush on Libor fallbacks to head off holdouts