“Defining counterparty risk better could have mitigated the crisis”
|
July 2010
(Part 2 of 2) Conversation with Michael Zerbs, president and COO, Algorithmics, on defining counterparty risk better– the importance of a few extreme stress scenarios – the trade-off between predictability and flexibility in stress testing–liquidity improving in the market If you do not see the video already displayed below, please select the alternative sites from the tabs here: |
|
