Thursday, 14 June 2012

Hacking Financial Markets

Andy Haldane Bank of England - markets stability director gave a talk last week to SIFMA in NY. In effect what he wants to do is to attach std metadata tags to derivatives so risks can be calculated each day and in real time. Speech is here http://www.bankofengland.co.uk/publications/Pages/speeches/2012/552.aspx 

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