The risk educational platform

From Theory ......

The aim of this website is helping people with little knowledge of Risk Management to develop a taste for Risk topics. Quantik.org is free access and allows users to consult and download working papers as well as other educational tools.




.....To Real-Time Information

But Quantik.org is also more than working papers and models; allowing readers to access real-time - or slightly delayed - market indicators (cf "Market Indicators" tab) or new Risk articles published by the reputed Risk information platform "Risk.net" (cf here below). 

Also, Be Curious and Discover the Below Fantastic Website


Risk.net is the world's leading source of in-depth news and analysis on risk management, derivatives and regulation.

Doyne Farmer’s next big adventure: capturing the universe (Thu, 04 Jun 2020)
Quant fund pioneer plans to build an economic super-simulator on a global scale
>> Read More

FX traders sound alarm on tagging ‘abuse’ (Thu, 04 Jun 2020)
Front running and tag refreshing concerns abound on semi-anonymous trading platforms
>> Read More

Cash flood expanded systemic footprint of top US banks (Thu, 04 Jun 2020)
Intra-system liabilities up 26% in Q1
>> Read More

Corporate loan default risk spiked at US G-Sibs in Q1 (Thu, 04 Jun 2020)
Median probability of default increases 17bp to 1.39% on the quarter
>> Read More

An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation (Thu, 04 Jun 2020)
This research develops a framework adopting conditional covariance modeling combined with various de-noising methods to estimate the portfolio VaR and proves the importance of DCC over the sample rolling method widely used in the industry.
>> Read More