Europe
Quant Guide 2020: University of Bologna
Bologna, Italy
Quant Guide 2020: University of St Gallen
St Gallen, Switzerland
Quant Guide 2020: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2020: EPFL
Lausanne, Switzerland
Quant Guide 2020: University of Warwick
Coventry, UK
Quant Guide 2020: University of Oxford
Oxford, UK
Quant Guide 2020: King’s College London
London, UK
Quant Guide 2020: University College London
London, UK
Quant Guide 2020: City, University of London
Bayes Business School (formerly Cass Business School), London, UK
Quant Guide 2020: Imperial College London
London, UK
Quant Guide 2020: University of Paris
Paris, France
Quant Guide 2020: KU Leuven
Leuven, Belgium
Quant Finance Master’s Guide 2020
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
VAR models at odds on forex, commodities, credit risks – EBA
Interquartile distribution of VAR outputs highest for small banks, watchdog finds
Intesa Sanpaolo cut €2.4bn of bad loans in 2019
Non-performing loan ratio falls to 3.6%
Princeton tops Risk.net Quant Guide for second year running
UK’s Imperial ranks sixth; first university from mainland China features
Frustrated authorities resort to BCBS 239 ‘fire drills’
ECB and Finma lob impromptu data requests at banks, as BCBS 239 quietly permeates everyday supervision
Six EU banks need to fix market risk models – EBA
Nineteen firms underestimated capital requirements versus benchmarks
Some EU banks can’t explain lowball credit model outputs
Negative unjustified deviations in capital requirements most widespread for corporate portfolios
Custody battle: competing tensions put IM prep in jeopardy
Conflicting custody interests and delayed docs call IM phase five readiness into question
EU insurers pile into loans, funds and private equity
Fund investments make up 12% of exposures as of Q3 2019
EU’s 2020 stress tests are toughest to date
Real GDP projected to contract –4.3% over three-year scenario horizon
Watch out for Brexit cliff edge 2.0, experts warn
Measures to mitigate a sharp rupture for financial services could be less likely at end-2020
EU insurers increase derivatives holdings
Greater interest rate swap values push up interconnectedness risk of insurance sector