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EPISODE · May 23, 2025 · 36 MIN

Fabrizio Anfuso podcast 20/05/25

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae

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BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae

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Fabrizio Anfuso podcast 20/05/25

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

This episode is 36 minutes long.

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

This episode was published on May 23, 2025.

What is this episode about?

BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae

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

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