Europe
Isda plans February rerun of Libor pre-death trigger poll
Lack of consensus would add pre-cessation option to post-cessation protocol for bilateral swaps
Quant Guide 2020: Technical University of Munich
Munich, Germany
Quant Guide 2020: Erasmus University Rotterdam
Rotterdam, Netherlands
Quant Guide 2020: University of Florence
Florence, Italy
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