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.

Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework: an application to mortgage portfolios (Mon, 24 Sep 2018)
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
>> Read More