Article by RiXtrema Authors Wins 2015 Peter L. Bernstein Award – Journal of Derivatives, published by Institutional Investor Journals
An article in the Journal of Derivatives, published by Institutional Investor Journals, has been named the winner of the 2015 Peter L. Bernstein Award. Risk Estimation and Hedging: A Reverse...Read More
What If Fed Tapers? How Does a Risk Manager Prepare?
In Part 2 the stress test of Fed tapering QE is discussed as a way to cover for shortcomings of risk models. Incorporating plausible macro scenarios is necessary to make...Read More