Volatility modelling is a topic that continues to fascinate and frustrate quantitative finance experts, as Risk.net’s Cutting Edge section demonstrated in 2024. Among the 22 papers published last year ...

A key part of our Risk Live Australia workshop series, this in-person learning event will provide valuable insights into credit risk model management. Participants will learn how to validate credit ...

In a transformative initiative that redefined credit risk assessment standards in banking, Mr. Indra Reddy spearheaded a comprehensive optimization of Multi-Family (MF) and Commercial Real Estate (CRE ...

The growth of passive investing in the equity market has been one of the defining features of the investment industry over the past decade. Now, a similar dynamic is starting to emerge in the fixed ...