Resources and whitepapers - Risk.net
Leading reports & white papers on technology and data for the capital markets
Insights - Risk.net
Combining news, highlights and sponsor insights from a comprehensive programme of events, awards, training, research and thought leadership activity, Insight is a dynamic and evolving resource focusing on some of the key topics and themes driving debate and change in the industry – from crypto and cloud to credit risk and climate change.
Quant Finance Master’s Guide 2023 - Risk.net
May 23, 2023 · Welcome to the latest edition of Risk.net ’s guide to the world’s leading quantitative finance master’s programmes, and ranking of the top 25 courses. Fifty programmes feature in the 2023 edition of the guide, with the top 25 ranked according to Risk.net ’s proprietary methodology. Click on an institution’s entry to access its …
Quant Finance Master’s Guide 2025 - Risk.net
Quant Finance Master’s Guide 2025 Rankings are assigned to the top 25 universities. Return to main coverage Methodology Feedback
Value-at-risk (VAR) definition - Risk.net
Value-at-risk is a statistical measure of the riskiness of financial entities or portfolios of assets. It is defined as the maximum dollar amount expected to be lost over a given time horizon, at a pre-defined confidence level. For example, if the 95% one-month VAR is $1 million, there is 95% confidence that over the next month the portfolio will not lose more than $1 million. VAR can be ...
FDIC’s McKernan wants single capital stack in Basel III endgame
Oct 8, 2024 · In the scramble to approve the US version of the Basel III prudential standards for banks, Federal Deposit Insurance Corporation director Jon McKernan could turn out to be a swing vote. So it’s potentially bad news that his objection to the first draft of the so-called Basel III endgame, which was originally published in July 2023, was quite fundamental. As a result, a diluted reproposal ...
Driving effective transaction cost analysis - risk.net
Nov 4, 2024 · Transaction cost analysis (TCA) is a critical tool for measuring and optimising trading performance in today’s financial markets. With evolving strategies such as portfolio trading and increasing automation, TCA helps institutional investors adapt to shifting market conditions and enhance execution. Solenn Maton, senior manager, quant research and Chisom Amalunweze, senior quant researcher ...
Supplementary leverage ratio (SLR) definition - Risk.net
The supplementary leverage ratio is the US implementation of the Basel III Tier 1 leverage ratio, with which banks calculate the amount of common equity capital they must hold relative to their total leverage exposure. Large US banks must hold 3%. Top-tier bank holding companies must also hold an extra 2% buffer, for a total of 5%. The SLR, which does not distinguish between assets based on ...
UST repo clearing: considerations for ‘done-away’ implementation
Oct 24, 2024 · The deadline for US Treasury repo clearing is fast approaching. Central clearing of selected secondary cash market transactions and broader clearing of repo and reverse repo transactions will be required by the Securities and Exchange Commission (SEC) from June 30, 2026. It’s the biggest fixed income market shift since the adoption of mandatory over-the-counter derivatives clearing. Mandated ...
Quant Finance Master’s Guide 2025 - risk.net
Dec 23, 2024 · View 2025 full rankings Jump to: All programmes | Methodology Welcome to the latest edition of Risk.net ’s guide to the world’s leading quantitative finance master’s programmes, and ranking of the top 25 courses.