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

CLICK HERE TO VIEW THE FULL ARTICLE WITH THE TABLES

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

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

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

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