Understanding the dynamics of extreme observations, so-called spikes, in realtime electricity prices has a crucial role in risk management and trading. Yet the contemporaneous literature appears to be...
Recent glitches highlight aggressive culture on Wall Street
Competition among exchanges in Japan is necessary to prevent systems outages such as those in the Osaka Securities Exchange earlier this month
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Trading articles
European competition commissioner confirms probe of banks' attempts to scupper CDS trading platforms
Study disproves commonly held negative perceptions of HFT
Two major software failures have caused embarrassment and significant financial loss to leading financial institutions this year. OpRisk looks at the lessons to be learned from the RBS and Knight Capital problems
This paper analyzes daily patterns in the settlement of payments in the European TARGET2 settlement system using a unique transaction-level data set. For the first time, we provide insights into the intraday patterns of bank-to-bank payments (a subset...
The problem of universal sequential investment in stock markets is considered. We construct an algorithmic trading strategy that is asymptotically at least as good as any trading strategy that is not excessively complex and that computes the investment...
As banks become more sensitive to capital and funding costs – and derivatives pricing becomes more complex – the trader’s role is changing. For those who choose to remain on the sell side, analytical, problem-solving and technology skills will be...
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.
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