Banks Dark Pools

The Structure and Future of Off-Exchange Trading and Liquidity
1. Auflage 2010
ISBN: 978-0-230-27521-8
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 227 Seiten, Web PDF

Reihe: Economics and Finance (R0)

Dark Pools is a practical text dealing with the increasingly important topic of dark pools, or non-displayed, off-exchange trading and liquidity. It discusses the development of the equity trading marketplace over the past two decades and how dark pools may evolve in a post-financial crisis world.

Zielgruppe

Research

Autoren/Hrsg.

Banks, E.

Inhaltsverzeichnis

PART I: THE NATURE OF CATASTROPHE Taxonomy of Risk Catastrophes Financial Catastrophe PART II: THE RISK FRAMEWORK The Risk Management Process Models, Metrics and Limitations PART III: PRACTICAL MANAGEMENT Past Catastrophes Lessons Learned and Prescriptive Measures The Future of Risk Management Notes Bibliography Index

Über Autor(innen)

ERIK BANKS is responsible for risk management within the Corporate and Investment Bank at the European universal bank UniCredit. Over the past 23 years he has held senior risk positions at Citibank, Merrill Lynch and in the hedge fund sector, in New York, Tokyo, Hong Kong, London and Munich. He is the author of more than 20 books on risk, derivatives, emerging markets and governance.