Archive for: January, 2009
Iosif Itkin - Exactpro Systems - Moscow | 06/01/2009 | 3479 views | 2 comments
To be honest, I remain skeptical about the necessity to invest heavily into Risk Management technology. It seems to me that the issue is not in software or hardware but in general assumptions and practices. Let’s take pricing and valuation - server farms with thousands of servers running Monte-Carlo and stress tests for structured products di...
Tags: Trade execution, Risk & regulationGroup: MiFID