UBS’s Athanasopoulos on volatility, Mifid and hedging by machine
Risk30 profile: Athanasopoulos sees opportunities to cut hedging costs
George Athanasopoulos: "The crucible of risk is some way off"
This is the first of 10 interviews marking Risk’s 30th anniversary. An introduction to the series is available here.
Back in the far-off days of 2011, the head of trading at a large investment bank had a vision. He called it “the crucible of risk”.
Growing capital and cost pressures meant dealers had to be leaner, he argued – they would focus on liquid instruments, and trade electronically wherever possible. All of this is pretty orthodox today, but the crucible of risk took it several steps
More on Derivatives
Back to Top