Extended Viewer

Benedek Skublics

Benedek Skublics

Senior Associate, Risk Management and Liquidity Core Research

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.

Research and Insights

Articles by Benedek Skublics

    Counterparty credit risk and the initial-margin big bang

    Blog | Jan 22, 2020 | Benedek Skublics

    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.