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Quantitative Finance · शब्दावली

Central risk book क्या है?

Definition 25.1 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · अध्याय 25 — The Central Risk Book

A central risk book is a trading book that takes on the risk that several desks acquire from clients, nets it, and manages the net: crossing offsetting positions internally, hedging common factors with liquid instruments and trading out the rest over time within risk limits.

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