Menu

Beyond the Flash Crash: Systemic Risk, Reliability and High-Frequency Financial Markets

March 10, 2016

It is imperative for financial institutions to understand the risk of extreme market moves. Andrew Kumiega, Greg Sterijevski and Ben Van Vliet explore the latent hazards embedded in the design of financial markets and explain how firms can account for the severity of systemic risk.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2024 Global Association of Risk Professionals