Application
Quantitative Reverse Stress Testing using Simulated and Quantum Annealing Applied to XVA
Financial stress testing is becoming an increasingly important tool in the arsenal built by regulators to preserve economic stability and prevent a domino effect when financial institutions experience periods of distress. Assad Bouayou applied the power of quantum computing to an XVA model to build a more qualitative, systematic approach to stress testing aimed at preventing future banking crises.
INDUSTRY : Finance
DISCIPLINE : Optimization