Modelling by the rules: Risk’s technical articles in 2014
Post-crisis regulation is unsettling the world of quantitative research, causing researchers to question norms and explore new approaches. Nazneen Sherif gives an overview of this year’s Risk technical articles and introduces our annual roundup of citations
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Quantitative models evolve over time, but the past 12 months have been a reminder that the evolutionary process is not one of gradual, incremental change, but – as with biology – of sudden, dramatic leaps, which may or may not stick. One of this year's most violent leaps saw the discarding of a decades-old adaptation that may be of limited use in the modern world.
In Regulatory costs break risk neutrality, Chris Kenyon and Andrew Green of Lloyds
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