Quant
CCP stress testing gets real
Quants propose technique to generate effective, plausible CCP stress-testing scenarios
What the ‘tech wreck’ doesn’t tell us about systematic investing
June sell-off might reveal more about discretionary investors watching factors
Mnuchin makes life harder for quants
Proposed CCAR changes make KVA calculations even more complex
Margin settlement risk and its effect on CVA
Sponsored feature: CompatibL
XVA reaches far and wide
Sponsored Q&A: CompatibL, Murex and Numerix
Analyse this: the future for quants
Quant headcount is up on pre-crisis levels, but jobs in front-office functions have been decimated
Quant Finance Master’s Guide 2017
Welcome to Risk.net’s guide to the world’s leading quantitative finance master’s programmes
Quant Guide 2017: University of Bologna
Bologna, Italy
Quant Guide 2017: Bocconi University
Milan, Italy
Quant Guide 2017: University of Florence
Florence, Italy
Quant Guide 2017: Erasmus University Rotterdam
Rotterdam, Netherlands
Quant Guide 2017: EPFL
Lausanne, Switzerland
Quant Guide 2017: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2017: University of York
York, UK
Quant Guide 2017: University of Copenhagen
Copenhagen, Denmark
Quant Guide 2017: University of Warwick
Warwick Business School, Coventry, UK
Quant Guide 2017: Technical University of Munich
Munich, Germany
Quant Guide 2017: University of Oxford
Oxford, UK
Quant Guide 2017: IMPA
Rio de Janeiro, Brazil
Quant Guide 2017: University of Waterloo
Waterloo, Canada
Quant Guide 2017: University of Toronto
Toronto, Canada
Quant Guide 2017: University of Washington
Seattle, USA
Quant Guide 2017: Stony Brook University
Brookhaven, USA