Europe
Model review adds €13bn to ING’s RWAs
Trim effects projected to raise CET1 requirement by at least €600m
SocGen squeezes investment bank in RWA purge
Global banking division sees RWAs fall –17% in 2019
Corporate defaults push Danske Bank’s NPLs up 16%
Single-name exposures caused bulk of Q4 impairments
BNPP faces €67bn RWA hike under Basel III
Executives say ongoing capital generation and Pillar 2 changes will help keep CET1 ratio stable
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