Dark Pools

The Structure and Future of Off-Exchange Trading and Liquidity
2010
ISBN: 978-0-230-23810-7
Verlag: Palgrave Macmillan UK

Buch, Englisch, 227 Seiten, Format (B × H): 145 mm x 222 mm, Gewicht: 440 g

Reihe: Finance and Capital Markets Series

Dark Pools is a practical text dealing with the increasingly important topic of dark pools, or non-displayed, off-exchange trading and liquidity. It discusses the development of the equity trading marketplace over the past two decades and how dark pools may evolve in a post-financial crisis world.

Autoren/Hrsg.

Banks, E.

Inhaltsverzeichnis

PART I: THE NATURE OF CATASTROPHE Taxonomy of Risk Catastrophes Financial Catastrophe PART II: THE RISK FRAMEWORK The Risk Management Process Models, Metrics and Limitations PART III: PRACTICAL MANAGEMENT Past Catastrophes  Lessons Learned and Prescriptive Measures The Future of Risk Management Notes Bibliography Index

Über Autor(innen)

ERIK BANKS is responsible for risk management within the Corporate and Investment Bank at the European universal bank UniCredit. Over the past 23 years he has held senior risk positions at Citibank, Merrill Lynch and in the hedge fund sector, in New York, Tokyo, Hong Kong, London and Munich. He is the author of more than 20 books on risk, derivatives, emerging markets and governance.