32 episodes

Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

Quantcast – a Risk.net Cutting Edge podcas‪t‬ Quantcast – a Risk.net Cutting Edge podcast

    • Business
    • 5.0 • 7 Ratings

Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

    Ben Burnett – 21/03/21

    Ben Burnett – 21/03/21

    Ben Burnett, a director of the XVA quant team at Barclays, discusses the development and application of a hedging valuation adjustment to derivatives transactions.

    • 27 min
    Richard Martin – 05/03/2021

    Richard Martin – 05/03/2021

    Star quant proposes a new model for predicting changes in bond ratings

    • 18 min
    Matthias Arnsdorf – 24/11/20

    Matthias Arnsdorf – 24/11/20

    Matthias Arnsdorf talks about how to adjust the capital valuation adjustment. The JP Morgan quant proposes an alternative calculation that would reduce the charge by an order of magnitude.

    • 28 min
    Jean-Philippe Bouchaud - 01/09/20

    Jean-Philippe Bouchaud - 01/09/20

    CFM’s Bouchaud on agent-based models and ESG investing

    • 47 min
    Dario Villani - 28/07/20

    Dario Villani - 28/07/20

    Dario Villani - 28/07/20 by Quantcast – a Risk.net Cutting Edge podcast

    • 1 hr
    Lipton And De Prado – 16/06/20

    Lipton And De Prado – 16/06/20

    Lipton and De Prado discuss trading strategies and Covid-19 modelling

    • 48 min

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