A risk transfer price is a price at which a dealer takes a whole block at once as principal, charging for the cost and risk of unwinding it, instead of working it as agent.
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
A risk transfer price is a price at which a dealer takes a whole block at once as principal, charging for the cost and risk of unwinding it, instead of working it as agent.