Quantitative analysis

Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-it© library now includes analytical tools to estimate inflation volatility surface combining historical estimates and implied interest rates smiles surfaces.

The Basel Committee issued today the Basel III rules text, which presents the details of global regulatory standards on bank capital adequacy and liquidity agreed by the Governors and Heads of Supervision, and endorsed by the G20 Leaders at their November Seoul summit. The Committee also published the results of its comprehensive quantitative impact study (QIS).

- 67% of survey respondents felt that there is the same amount or less understanding of the role of quants than there was a year ago at home institutions

- 86.3% of quants feel their supervisors do not have a better understanding of the job of a quant than they did a year ago

- Survey indicates that instead of talk about a 'recovery,' more focus should be placed on 'have we learnt our lessons'

A series of startling results from a survey of almost 400 active quants and risk professionals has been released today, revealing a significant gap in understanding between quants and their supervisors.

RavenPack, an independent provider of News Analytics, today announced that they have partnered with Aleri, a leading provider of enterprise-class complex event processing (CEP) technology and CEP-based solutions, to develop the first news-based signal generation machine.