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.

SocGen’s VAR jumped 54% in Q2 (Mon, 03 Aug 2020)
Credit VAR more than doubled to €43 million
>> Read More

Stanford’s Duffie shakes up SOFR credit race with AXI index (Mon, 03 Aug 2020)
Academics propose new credit index that ditches Libor tenors for a single funding spread
>> Read More

Eigenportfolios of US equities for the exponential correlation model (Mon, 03 Aug 2020)
In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated.
>> Read More

Continued change and volatility impacting Solvency II reporting (Mon, 03 Aug 2020)

>> Read More

CFTC block trade plan gets cold shoulder (Sun, 02 Aug 2020)
Industry divided over swaps reform proposal, and advisory committee casts doubt on need for it
>> Read More