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 Websites
Deriscope™ is a free Excel Add-In specializing in financial derivatives valuation. Its main innovative feature is an integrated wizard - the first of its kind in the financial industry - that helps you create spreadsheets with real time data (stock and fx live quotes) that deal with the pricing and risk management of diverse types of derivatives such as options, interest rate swaps, swaptions, credit default swaps, inflation swaps, basket options, etc.
Risk.net is the world's leading source of in-depth news and analysis on risk management, derivatives and regulation.
Ties between alternative risk premia and fixed income closer than appreciated
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JP Morgan’s CVA charge jumps $203m in Q3 (Tue, 11 Dec 2018)
Median CVA capital charge for US G-Sibs was $2.1bn in third quarter
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Technology vendor of the year: FIS Global (Tue, 11 Dec 2018)
Risk Awards 2019: Software engineers respond to new challenges in traded risk
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Systemic risk in the financial system: capital shortfalls under Brexit, the US elections and the Italian referendum (Tue, 11 Dec 2018)
This paper uses SRISK to quantify the estimated capital shortfalls of financial institutions under three relevant stress events that occurred in 2016: Brexit, the Trump election and the Italian referendum.
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A fifty-year retrospective on credit risk models, the Altman Z -score family of models and their applications to financial markets and managerial strategies (Tue, 11 Dec 2018)
This paper reflects upon the evolution of the Altman family of bankruptcy prediction models, as well as their extensions and multiple applications in financial markets and managerial decision making.
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