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Quantitative Finance · Glosario

¿Qué es Break ageing?

Definition 22.5 Research, Data and Risk Platforms · Capítulo 22 — Post-Trade Systems

Break ageing is the classification of open breaks by the time since they were opened, in buckets (under a day, one to three days, three to seven, more), reported daily with the owner of each break; the old buckets are where risk hides, because a break that survives several reconciliations is one that nobody understands.

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