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Quantitative Finance · Glosario

¿Qué es Benchmark manipulation?

Definition 29.5 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Capítulo 29 — Manipulative Strategies and How They Are Caught

Benchmark manipulation is submitting false inputs to a benchmark, or trading or coordinating to move the data it is calculated from, to benefit positions valued at the benchmark.

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