Chris Cormack
Dr Chris Cormack is co-founder and Managing Director of Quant Foundry. Chris was a lecturer in physics at Queen Mary University and holds a PhD in particle physics from Liverpool and a master’s in mathematical finance from Oxford.
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Articles by Chris Cormack
Estimating financial risks from the energy transition: potential impacts from decarbonization in the European power sector
The authors present an integrated assessment of energy transition risk that links future energy scenarios to a structural economic model.
Basel op risk modelling blow shifts focus to Pillar 2
Demise of AMA leaves industry needing risk-sensitive approach for calculating top-up capital, says consultant