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GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - February 25-27th, London, UK - Further Information

Tales from a Trading Desk Blog Header


Working on a Liquidity Risk Project?

Thu, 23 Feb 2012 18:47:16 GMT

Liquidity Modelling offers an interesting read. Robert Fiedler appear to have an interesting track record in the liquidity space. I’m not going to post my view on the book in this posting, however I am curious as to how many readers are working on liquidity risk solution given Robert’s comments on page xiv (Outlook):

Software vendors and consulting companies have not yet taken many concrete steps, but they have identified the Basel III regulation and economic liquidity risk as target markets

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