Quants of the year: Christoph Burgard and Mats Kjaer

Risk Awards 2015: Barclays quants put FVA on solid ground

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Christoph Burgard (left) and Mats Kjaer

There was a time when banks could borrow and lend at the risk-free rate and when a derivatives desk's cost of funding was not an existential issue. Those happy, carefree days ended with the fina