Articles & Video
XVA desks in a post-Covid world: Brave new world or back to basics?
Upcoming webinar on Tuesday, June 08, 2021, 10:00 AM Central European Summer Time
How are quants addressing new regulation and technology?
Quantum computing, AI & ML fairness, IBOR reform
Optimal VaR adaptation in transient environments
Although potential remedies have been available for some time, the concrete implementation of solutions in running VaR systems seems to be more challenging.
Spoil the magic: Machine-learning in finance
Every futuristic statement about fintech feels compelled to invoke the incantation of ‘AI & Big Data & Blockchain’. Roald Dahl did say, “those who don’t believe in magic will never find it”, but has the financial services industry lost its unsentimental, hard-headed knack for disbelief?
QuantMinds In Focus: 5 issues on the Quant agenda in 2021
We are running a week of digital summits to focus on the key pillars of quant finance.
From investment strategies to tech and regulation: what did the experts at QuantMinds International say?
What’s being discussed at QuantMinds International? Our speakers joined us for a quick Q&A to talk about key issues in their fields of expertise.
Why financial advisors should care about GameStop
Don’t underestimate the power of social media and its ability to mobilize, organize, motivate and influence people, including clients, says Penny Phillips, President and co-founder, Journey Strategic Wealth.
Rethinking multi-asset portfolio strategies to capture velocity changes
Going beyond the passive vs. active asset management paradigm, a mix between fundamentals and systematic quantitative investment strategies may be appropriate to help capture velocity changes.
How should banks be handling the IBOR transition?
An interview with Suman Datta, Head of portfolio, Quantitative research, Lloyds Bank
QuantMinds 2021 calendar
Virtual learning opportunities and in-person get togethers for the quant finance community.
AI explainability and adoption challenges: Thoughts from the AI & ML Summit
What’s standing in the way of artificial intelligence adoption?
From scarce to large data and back: machine learning in finance
Fuelled by data, machine learning methods require an efficient handling of massively large datasets. But what are the challenges posed by datasets themselves?
Fairness in AI and machine learning
How can financial institutions mitigate issues in AI & ML bias and maintain public trust?
The economic implications of climate change
We examine the physical risk of climate change for each country using the Moody’s Analytics Global Macroeconomic Model.
The future is bright... for those who survive
Last year we caught up with Marcos Lopez de Prado, talked about his book Machine Learning For Asset Managers, and predicting black swan events.
Solving the challenges of xVA management: How Danske Bank did it
The complexity of calculating xVA coupled with the need to meet regulations and to balance risk capital has been a challenge for all banks. For this reason, Danske Bank created and developed an innovative solution and method to tackle it.
Derisking AI by design: How to build risk management into AI development
The compliance and reputational risks of artificial intelligence pose a challenge to traditional risk-management functions. Derisking by design can help.
3 trends that will change quants’ future
Few things we learnt from QuantMinds International 2020.
Building the future of quant finance
Key insights from QuantMinds International 2020
Analysing Covid-19 Data with AWS Data Exchange, Amazon Redshift, and Tableau
How to create COVID-19 dashboards using Tableau and different AWS services, such as AWS Data Exchange, AWS COVID-19 Data Lake, Amazon Redshift, and Amazon Athena.
Optimising variable annuity reserves through deep hedging
In this white paper we look at an application of the deep hedging approach to a new business problem: optimising reserves that life insurers are required to hold against variable annuity liabilities.