Degree of influence: Regulatory policies drive quantitative research

Mauro Cesa and Adeyemi Sonubi
12 Dec 2019

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Regulators’ influence on the 24 papers Risk.net published in the past 12 months has grown significantly compared with previous years, with almost half referencing regulatory documents. Ongoing debates – such as those around the standardised approach to counterparty credit risk, market risk capital requirements and the replacement of value-at-risk with expected shortfall in the FRTB framework – have inspired several of the quants who published technical

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