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Benedek Skublics

Benedek Skublics
Senior Associate, Risk Management and Liquidity Core Research

About the Contributor

Benedek conducts research on counterparty and credit risk, as well as on the regulatory aspects of market risk. Prior to joining MSCI, he worked as a researcher at the Alfred Renyi Institute of Mathematics. He holds a doctorate in mathematics from the University of Szeged.

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Blog posts by Benedek Skublics

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  1. BLOG

    Counterparty credit risk and the initial-margin big bang 

    Jan 22, 2020 Benedek Skublics

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    A forthcoming global regulatory standard will require derivatives users to estimate mandatory initial margin on their portfolios. The choice of model methodology may have a significant impact on this calculation.

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