Adolfo Montoro – 04/10/18 - Quantcast

What this episode covers

Adolfo Montoro, a director in the market risk management and risk methodology team at Deutsche Bank, visited our offices in London to discuss his new paper, The revised P&L attribution test and the suitability of new proposed thresholds, co-written by two of his colleagues, Marco Spinaci and Marc Georgi.

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Frequently Asked Questions

How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 46 minutes long.

When was this Quantcast – a Risk.net Cutting Edge podcast episode published?

This episode was published on October 5, 2018.

What is this episode about?

Adolfo Montoro, a director in the market risk management and risk methodology team at Deutsche Bank, visited our offices in London to discuss his new paper, The revised P&L attribution test and the suitability of new proposed thresholds, co-written...

Can I download this Quantcast – a Risk.net Cutting Edge podcast episode?

Yes, you can download this episode by clicking the download button on the episode player, or subscribe to the podcast in your preferred podcast app for automatic downloads.