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March 20, 2015

Are crowded trades a systemic risk for CCP's

March 20, 2015/ Ferry Boekholt
menkveld.jpg

In an on-going study, Professor Albert Menkveld of the VU in Amsterdam studied the risk that 'crowded trades' i.e. transactions where the users of the CCP all find themselves on the same side pose to the CCP. 

Read the full study here

March 20, 2015/ Ferry Boekholt/
Clearing, Show all
Clearing, Menkveld, HFT, CCP

Ferry Boekholt

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