Risk.net podcast
Podcast: the difficulties of decarbonisation
What are energy firms doing to measure and mitigate transition risk?
Podcast: should negative oil prices be allowed?
Did negative oil prices signify the market was operating effectively, or that something was wrong?
Podcast: the future of retail investment in oil
Will negative prices and big losses curb retail investors’ appetite for oil futures over the longer term?
Podcast: Kaminski and Ronn on negative oil and options pricing
The market is gravitating to the Bachelier model as an alternative to Black 76
BofA nabs top market risk quant from Deutsche
Move for senior risk analytics exec comes as go-live for FRTB approaches
Risk.net podcast: DTCC’s Lind on FRTB, data pooling and NMRFs
As many as 70 banks globally could adopt internal model approach for market risk capital