Category Facts and figures
Research challenges were the topic of this recent post. Today, we want to give you some insight into how you can address the challenge of identifying fund manager gender using demographics information!
Today, we want to give you a bit of insight in our day-to-day work. In our department, we explore gender issues in asset management – check out our essential readings on the topic. The first step is, obviously, to correctly… Continue Reading →
We supervised a thesis this semester on the impact of central clearing on market liquidity for credit default swaps (CDS). In this post, we want to share the main results.
On June 14, 2017, a fridge-freezer on the 4th floor of the Grenfell Tower block in London caught fire. The fire quickly spread, causing a horrible loss of at least 80 lives and injuring more than 70 people. Firefighters quickly… Continue Reading →
What is the relation between central clearing and counterparty risk? Intuitively, it seems clear that a central clearing counterparty (CCP) improves the netting mechanism. With bilateral clearing, two trading partners can only net with one another. With central clearing, the… Continue Reading →