ETF pair-trading strategies using autocorrelation-based mean reversion
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Luke Clancy articles
Safety remains the key concern of custodians keeping nearly $110 trillion in assets in Custody Risk's 2013 Global Custody Survey
Quotes of the quarter
Thomas Book, chief executive of Eurex Clearing, says it remains to be seen whether the standards for central counterparties set in Europe will be matched around the globe
Mathias Papenfuss, chief operating officer of Luxembourg-based international central securities depository Clearstream and board member of its German central securities depository, tells Luke Clancy...
The house that ETFs built
Follow the Lueder
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.