Is book depth a sufficiently representative measure of market liquidity? A look at trade matching performance under different market volatility environments
As the efficiency of operational risk management remains a top priority and pressure to maximise value increases, emerging technology could prove crucial. Nitish Idnani, leader of oprisk management services at Deloitte, explores how the oprisk management…
In this paper, the author's aim is to empirically analyze the numerical quantification of model risk, yielding exact buffers in currency amounts (for a given model uncertainty).
Course director discusses machine learning explainability and reclaiming game theory from economists