Since the 2008 Global Financial Crisis, quantitative investing has undergone a quiet revolution. Once viewed with skepticism due to high-profile failures, today’s quant strategies are powered by ...

The rapid development of quantitative investing has heightened the need for high-quality data and sophisticated methods for interpreting complex information, particularly through advanced data ...

This paper reviews quantitative tools of financial stability assessments under the Financial Sector Assessment Program (FSAP). A key focus of FSAPs is on methodologies to gauge risks on a system-wide ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...