Degree of influence, 2017: Quants dissect initial margin

Initial margin, optimal execution and applications of machine learning were the hottest topics of 2017

Ideas knock-on

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Initial margin was a popular and important topic this year – Risk’s Quants of the year 2018 were selected by their peers for showing initial margin (IM)does not necessarily eliminate counterparty risk. More than half of the valuation adjustment (XVA) papers published in 2017 were directed at IM. But while XVAs and counterparty risk have been a significant portion of the Cutting Edge section’s output over the past few years, quants have

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