Technology

From VAR to stress testing

Implementation of enterprise-wide VAR models in the 1990s was an important risk management advance, but it's time to rethink some fundamental aspects of how they were designed, argues David Rowe

Algo trading to double, says Eurex

"The rise in activity of algorithmic traders is impressive, and it’s changing the nature of electronic trading,” said Andreas Preuss, chief executive of Eurex, a Frankfurt-based futures and options exchange that is jointly operated by Deutsche Börse and…

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