A clear look at how debt swapping functions among banks.
― 4 min read
Quantitative Finance - Risk Management
RSSLatest Articles
Latest Articles
New methods integrate machine learning for better risk management in options.
― 5 min read
A study on the impact of volatility management in Chinese stock investments.
― 6 min read
Learn how to manage financial risks with advanced strategies and techniques.
― 6 min read
A look at essential methods for measuring financial risk.
― 5 min read
A look at how travel time derivatives can manage transportation risks.
― 7 min read
A new method helps lenders predict losses more accurately in credit risk.
― 6 min read
A guide to managing risk in investment portfolios using dynamic strategies.
― 7 min read
A look at the Quadratic Local Variance Gamma Model in finance.
― 4 min read
Evaluating dynamic VaR models for better risk management in finance.
― 7 min read
Combining reinforcement learning and barrier functions for smarter investment strategies.
― 6 min read
An analysis of recent changes in Austria's electricity prices and market dynamics.
― 5 min read
This article examines how deep learning predicts financial volatility across various assets.
― 5 min read
A look at how implied certainty equivalent rates influence investment decisions.
― 4 min read
This article presents multi-fractional stochastic dominance for better choice evaluation.
― 5 min read
A deep dive into managing demographic risks for better insurance practices.
― 6 min read
This study analyzes forecasting model performance during COVID-19's effect on markets.
― 5 min read
An analysis of market shifts during COVID-19's impact on stocks and cryptocurrencies.
― 6 min read
Examining new strategies for managing risks in credit index options using Reinforcement Learning.
― 6 min read
Learn how to manage tail risk using Conditional Value-at-Risk and Importance Sampling techniques.
― 8 min read
A deep dive into cryptocurrency behavior and its ties to financial markets.
― 5 min read
This article examines the impact of carbon pricing on credit risk for banks.
― 5 min read
Incident-specific cyber insurance adapts to growing cyber threats for businesses.
― 7 min read
Banks must balance loans and cash to ensure stability.
― 5 min read
Using technology to reveal overlooked consumer concerns in complaint data.
― 6 min read
New measures provide insights into financial asset behavior during market stress.
― 4 min read
Exploring how risk and performance measures adapt over time.
― 5 min read
This article examines how feed cost volatility impacts salmon harvesting decisions.
― 4 min read
This study presents a new model for predicting the VIX index using historical data.
― 4 min read
Learn how position sizing helps manage risk in volatile markets.
― 6 min read
Learn essential methods for evaluating loan default probability and credit risk management.
― 4 min read
A study on how managers handle cash amidst risk and ambiguity.
― 7 min read
This paper examines how firms operate in carbon credit markets to reduce emissions.
― 7 min read
Analyzing loss events for better risk management using a Markov renewal process.
― 6 min read
Latin America shows promise for AI growth and investment across various sectors.
― 6 min read
Using language models to better evaluate borrower risk in lending.
― 6 min read
Introducing Causal-NECO VaR for better risk prediction in finance.
― 5 min read
A new model enhances risk assessment using multiple measures for accurate predictions.
― 5 min read
An analysis of claims trading to stabilize distressed banks and manage systemic risk.
― 6 min read
This study examines how CPI can refine loss predictions for commercial real estate loans.
― 6 min read
Combining stress index and news sentiment for smarter investment decisions.
― 6 min read