HFT operational monitoring a real issue
SEC official warns compliance teams at quant funds lack qualifications and knowledge to effectively monitor trading strategies
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 Algorithm articles
We propose a new quantization algorithm for the approximation of inhomogeneous random walks, which are essential for the valuation of collateralized debt obligation (CDO) tranches in latent factor models....
Following losses because of a rogue algorithm, Knight Capital creates new roles
A dark Knight for algos
The gate array way
Risk awards 2012
A new breed of copulas for risk and portfolio management
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
The fixed-income flash crash
Algos go OTC
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
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.