Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Central risk book?

Definition 25.1 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Hoofdstuk 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.

Lees in het hoofdstuk →