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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 SkublicsA 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.