[Note Quant] Optimizing the Trading Cost in presence of Market Impact

[Note Quant] Optimizing the Trading Cost in presence of Market Impact

Author : Lamine TRAORE, Expert Consultant Quant Banking Risk (Quant Practice ) at Quanteam. It is well known that most funds managers do not outperform their benchmark. The main reason is the transaction costs. The most important transaction cost is the trade impact a.k.a. market impact component.

[Quant Note] REGULATORY REQUIREMENTS: GOVERNANCE AND MODELING OF CREDIT RISK PARAMETERS

[Quant Note] REGULATORY REQUIREMENTS: GOVERNANCE AND MODELING OF CREDIT RISK PARAMETERS

Today, the governance of credit risk models and the estimation of credit risk parameters (Probability of Default, Loss Given Default and Expected Loss Best Estimate) are subject to an ever growing supervision from the banking supervisory authorities. This is why we will analyze in this note the regulatory requirements in terms of governance and estimation of credit risk parameters.

[Press] Quanteam awarded by Les Décideurs Magazine

[Press] Quanteam awarded by Les Décideurs Magazine

Les Décideurs magazine awards the expertise of Quanteam contributors in their 2019 rankings: “Excellent” consulting firm specialized in Bank & Finance / “Excellent” consulting firm in Strategy, Organization & Management – Sector: financial institutions group / “Best Practices” among the ESN as an IT consulting firm: Technologies, Internet & Telecommunications.

[Event] Conference Quanteam NA : “How AI & Datascience are helping banks”

[Event] Conference Quanteam NA : “How AI & Datascience are helping banks”

Artificial intelligence is disrupting many industries, but banking is predicted to benefit the most of it in the coming years. For this reason, Quanteam NA hosted on April 11th a special conference on Datascience & Intelligence Artificial attended by 20+ students from the MSC Datascience for business of HEC Paris and École Polytechnique.