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
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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
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