Algorithmic trading boom creates operational risks

David Benyon
24 Feb 2010

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The enduring image of exchange trading in bygone days is of traders rushing around the floor of the old London Stock Exchange (LSE) in sweaty shirts with red braces, relaying incomprehensible messages from overloaded telephones to each other via a bewildering array of hand signals. Had the discipline of operational risk existed properly in the 1980s, the bourses would have provided much for managers to do. Since then, technology has allowed new types and volumes of trading. Today’s exchanges are

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