On November 4, Jordi Rustige has won the Best Quantitative Finance Thesis Award for his thesis “Perceived financial networks and systemic risk”. This country-wide annual award is established by Top Quants, Quants@VU and EY.
Jordi is a graduate of the VU Duisenberg honours program in Quantitative Risk Management. His thesis was written with Dr. Svetlana Borovkova of Finance department, in cooperation with Thomson Reuters. In his thesis, he analyses the news about Systemically Important Financial Institutions and shows that media sentiment can predict distress in the global financial system. Remarkably, this year, all award finalists – Jordi Rustige, Jasper Faber, Sjoerd van Bakel and Kevin van der Wees – were the graduates of VU Quant Risk Management honours program.
Best Quant Finance Thesis award for Jordi Rustige
14 december 2016