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Quantitative Finance · Glossaire

Qu'est-ce que « Real-time risk system » ?

Definition 18.1 Research, Data and Risk Platforms · Chapitre 18 — Real-Time Risk

A real-time risk system computes the firm’s exposures and limit usage continuously from the position service’s executions and the market’s moves, fast enough that a breach is seen while the trading that causes it can still be stopped, and serves them with their timestamps.

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