Journal of Risk Model Validation Editorial Board
Steve Satchell - University of Cambridge
Moawia Alghalith - The University of the West Indies
Mohan Bhatia - Oracle Financial Services Consulting
Stefan Blochwitz - Deutsche Bundesbank
J. L. Breeden - Prescient Models LLC
Wei Chen - SAS Institute Inc.
George Christodoulakis - Manchester Business School
Klaus Duellmann - Deutsche Bundesbank
Douglas Dwyer - Moody's Analytics
Christopher C. Finger - MSCI, Risk Metrics
David Li - GE Capital
Christian Meyer - DZ BANK AG
Peter Miu - McMaster University
Bogie Ozdemir - Sun Life Financial Group
Peter Quell - DZ BANK AG
Daniel Rosch - University of Hannover
Harald Scheule - University of Technology, Sydney
Roger Stein - Moody's Investors Service
Lyn Thomas - University of Southampton
Erik Winands - Rabobank Netherlands & University of Amsterdam
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Best execution for swaps - what does it mean?
The arrival of limit order books in the swap markets is prompting some asset managers to rethink their old best execution policies (www.risk.net/2372216). But how should firms define best execution?
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