Cutting Edge is the quantitative finance section of Risk.net. It publishes exclusive peer-reviewed papers selected for their originality, relevance and applicability to financial markets. It also publishes podcasts with leading quants on the most topical issues, and comments from practitioners and our editorial team.
Recently developed techniques aimed at answering interpretability issues in neural networks are tested and applied to a retail banking case
Trades’ size limits, membership rules and more transparency key to avoid another CCP default
CCPs need new tools to scrutinise their members, for everyone’s good health
One clearing member's disproportionately large position increases the credit risk for all CCP members
Derivatives pricing is approximated with a computationally efficient homotopy-based application that accounts for WWR