Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Concentration limit » ?

Definition 7.2 The Desk and the Firm · Chapitre 7 — Limits and Capital Allocation

A concentration limit caps an exposure to one name, issuer, sector, counterparty or instrument, or a position as a share of a market’s volume or open interest, whatever the diversification elsewhere: it limits what could not be sold or hedged quickly.

Lire dans le chapitre →