Emmanuel Daniel

“Defining counterparty risk better could have mitigated the crisis”

Written by Emmanuel Daniel | Jul 30, 2010 4:43:34 PM

(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