(Part 1 of 2)Conversation with Michael Zerbs, president and COO, Algorithmics, on defining...
“Defining counterparty risk better could have mitigated the crisis”
(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