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Call for Risk technical papers

Risk invites contributors to join the ongoing debate within the quant community on topics particularly relevant in the current market situation. The Cutting Edge section welcomes the submission of technical articles and brief communications investigating: Risk magazine invites contributors to join the ongoing debate within the quant community on topics particularly relevant in the current market situation.-->

  • Impact of short-selling restrictions on equity and credit derivatives modelling, pricing and hedging
  • Impact of central bank liquidity facilities on bank risk and capital management
  • The optimal design of bailout funds, liquidity facilities and collateral requirements by central banks and governments
  • Market risk modelling under the revised IRC computation, as proposed by the Basel Committee
  • Margining and risk management for centralized credit derivative clearing houses

For further information please contact technical@incisivemedia.com

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

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