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).
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Risk.net is the world's leading source of in-depth news and analysis on risk management, derivatives and regulation.
This paper investigates the procyclicality of capital in the advanced internal ratings based (A-IRB) Basel approach for retail portfolios, and identifies the fundamental assumptions required for stable A-IRB risk weights over the economic cycle.
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Analytical expressions of risk quantities for composite models (Mon, 24 Sep 2018)
In this paper, the authors obtain analytic expressions of different actuarial and statistical quantities for a general class of composite models derived from the McDonald’s family of probability distributions.
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CFTC’s cross-border clearing plan faces long haul (Mon, 24 Sep 2018)
US clients warned not to expect access to foreign exempt CCPs for at least a year
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Giancarlo speech drives LCH-JSCC basis fall (Sun, 23 Sep 2018)
CFTC chief backs US swap clearing on foreign CCPs, sparking 46% move in basis
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BAML may rejoin China swaps market after US policy shift (Sun, 23 Sep 2018)
Clearing exemption removes swaps deterrent as bank seeks to hedge growing China exposure
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