Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Break ageing » ?

Definition 22.5 Research, Data and Risk Platforms · Chapitre 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.

Lire dans le chapitre →