BNY Mellon optimization reduces intraday credit risk by $ 1.4 trillion
Year of publication: |
January-February 2017
|
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Authors: | Blank, Brian ; Lunceford, Erika ; Morik, John ; He, Song ; Rana, Madhusudan ; Rajendran, Pavithran ; Gnanapandithan, Gnanadeeban ; Lajoie, Katherine ; Kats, Boris ; Revoor, Madangopal ; O'Laughlen, Victor ; Kompella, Prasad Lakshminarsimha |
Published in: |
Interfaces : the INFORMS journal on the practice of operations research. - Catonsville, MD : INFORMS, ISSN 0092-2102, ZDB-ID 120785-4. - Vol. 47.2017, 1, p. 38-51
|
Subject: | banking | collateral management | securities | portfolio | brokerage and trading | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Kreditsicherung | Collateral |
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