Exclusive coverage of congress for energy traders and risk managers
Limiting response time for market-makers may become outdated method
Firms discuss ways to make better use of data glut
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Trading portfolios are easily mishandled, as are Europe's economies
A universal law for optimally dealing with proportional transaction costs
Grasp of market psychology key to success, says Centaurus founder
20 individuals honoured, marking 20 years since magazine's launch
Data needs to be understood across the organisation
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
European competition commissioner confirms probe of banks' attempts to scupper CDS trading platforms
Study disproves commonly held negative perceptions of HFT
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...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.