Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Risk quant?

Definition 18.3 The Industry: Firms, Roles and Careers · Hoofdstuk 18 — Bank Quant

A risk quant is a quantitative analyst in a bank’s risk function who builds the models that measure the bank’s risk and its capital: value at risk and expected shortfall, stress scenarios, counterparty exposure, credit-risk parameters, and the models of the internal models approach.

Lees in het hoofdstuk →