Algorithmics


“Defining counterparty risk better could have mitigated the crisis”


“Defining counterparty risk better could have mitigated the crisis”

July 2010

Conversation with Michael Zerbs, president and COO, Algorithmics, on defining counterparty risk better – importance of timely information – looking at a range of scenarios to understand risk – averting the Lehman brothers bankruptcy


“Defining counterparty risk better could have mitigated the crisis”


“Defining counterparty risk better could have mitigated the crisis”

July 2010

(Part 2 of 2) C 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