Aniket Bhanu

NSE Clearing

Aniket Bhanu has been associated in various capacities with the National Stock Exchange of India group since 2009. His areas of expertise are risk management, derivatives, regulation and policy and has been instrumental in implementation of several market reforms in the CCP space in India. He holds an MBA from the Indian Institute of Management Kozhikode.

Articles by Aniket Bhanu

Journal of Financial Market Infrastructures

Original research

Construction of hypothetical scenarios for central counterparty stress tests using vine copulas

Using the vine copula, the authors put forward a nonparametric means to generate and/or validate hypothetical stress scenarios.

04 Sep 2023