Journal of Risk Editorial Board
Farid AitSahlia - University of Florida
Stan Uryasev - University of Florida
Carlo Acerbi - MSCI Group
Alper Atamturk - Bloomberg LP & University of California, Berkeley
Turan G. Bali - Baruch College, City University of New York
Jeremy Berkowitz - University of Houston
Jacob Boudoukh - New York University and Interdisciplinary Center
Peter Carr - Morgan Stanley
Peter Christoffersen - McGill University
Jon Danielsson - London School of Economics
Robert F. Engle - NYU Stern School of Business
John Hull - University of Toronto
Robert Jarrow - Cornell University, Johnson School of Business
Paul H. Kupiec - Federal Deposit Insurance Corporation
François Longin - ESSEC
Elisa Luciano - University of Torino & Fondazione College Carlo Alberto
Alexander J. McNeil - Herriot-Watt University
Neil D. Pearson - University of Illinois at Urbana-Champaign
Riccardo Rebonato - PIMCO
Til Schuermann - Federal Reserve Bank of New York
René M. Stulz - Ohio State University
Casper G. De Vries - Erasmus University Rotterdam & Tinbergen Institute
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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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