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Fabrizio Anfuso podcast 20/05/25
BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
About This Episode
Fabrizio Anfuso podcast 20/05/25 is an episode from Quantcast – a Risk.net Cutting Edge podcast by Quantcast – a Risk.net Cutting Edge podcast. BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and...
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Episode Details
Published May 23, 2025, 00:36:42 long, audio available.
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