Journal of Financial Market Infrastructures Editorial Board
Ron Berndsen - De Nederlandsche Bank
Sujit ‘Bob' Chakravorti - The Clearing House
Rodney Garratt - University of California
Terry Goh - Monetary Authority of Singapore
Gerard Hartsink - CLS Bank International
Richard Heckinger - Federal Reserve Bank of Chicago
Lex Hoogduin - University of Amsterdam
Charles M. Kahn - University of Illinois
Thorsten V. Koeppl - Queen's University
Esmond Lee - Hong Kong Monetary Authority
Gottfried Leibbrandt - SWIFT
Klaus Löber - Bank for International Settlements
Alistair Milne - Loughborough University
Daniela Russo - European Central Bank
Edwin Schooling Latter - Bank of England
Jeff Stehm - Promontory Financial Group
John Trundle - Euroclear Uk & Ireland
Leo Van Hove - Free University of Brussels
Wolf Wagner - Tilburg University
Stuart E. Weiner - Dartmouth College and Santa Fe Group
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Every week our editorial team deliver a range of email bulletins to ensure our readers know what is happening in their markets around the world.
This report covers the specific technologies required for firms to improve their ORM processes.
This paper looks at the different types of optimization for these trades, how they are calculated, and how the different optimization groups are interrelated. It also discusses some of the practical aspects of this type of multivariate optimization.
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EU clearing timeline - a real threat to banks?
Banks warn a lack of revenue will force them out of the clearing business in Europe, if clients are not mandated to start using the service before the proposed 2016 deadline (www.risk.net/2357591). How many would actually shut up shop?
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