Degree of influence: Regulatory policies drive quantitative research

Counterparty risk and market risk still hold centre stage, but data science is gaining a prominent role, while quantum computing makes its debut



Regulators’ influence on the 24 papers 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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