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
CLICK HERE TO VIEW THE ARTICLE WITH TABLES
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
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Views
Beyond epicycles: models must describe markets, not just fit them
Modelling needs to embrace complexity in volatility patterns, says Jean-Philippe Bouchaud
A smooth fit for complex volatility surfaces
Quant shows a new way to capture implied vol with optimisers
Podcast: Gordon Lee on how junior quants can go from newbie to MVP
Prioritising tasks and setting boundaries are key to career progression, says BNY’s head quant
Markets never forget: the lasting impression of square-root impact
Jean-Philippe Bouchaud argues trade flows have a large and long-term effect on asset prices
Podcast: Pietro Rossi on credit ratings and volatility models
Stochastic approaches and calibration speed improve established models in credit and equity
Degree of Influence 2025: Derivatives pricing dominates; quants don’t follow the AI herd
Rates and volatility modelling, as well as trade execution, top quants’ priorities
What the Tokyo data cornucopia reveals about market impact
New research confirms universality of one of the most non-intuitive concepts in quant finance
BlackRock appoints Pierre Sarrau as chief risk officer
Current CRO Edward Fishwick will be head of research at BlackRock’s RQA group
