The TopQuants team proudly presents the first issue of our 2016 newsletter series. This time the content is as follows:

• Autumn Event 2015 summary – a summary of the event held at EY
• Quants and Emotions – a summary of the Quant Careers 2015 minisymposium
• Boom Bust Boom – a summary of the screening for a TopQuants audience
• Impact of negative rates on pricing models – by Veronica Malafaia (ING)
• Bank-less future: how FinTech start-ups might take over the financial system – by Laurens Kolkman (KPMG)
• ALM risk penalty methodology – by Frank Pardoel, Hans Heintz and Pim Poppe (RiskQuest)
• Valuation with liquidity risk – by Bert-Jan Nauta

For now – happy reading, and we hope to welcome a lot of you at our upcoming Spring Keynote on Complexity theory and financial regulation on Thursday the 12th of May at KPMG!