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Tag: wrongway

Wrong-way add-on helped LCH mop up VTB default

Posted by James PattersonMarketing & Developmentaddon, default, Helped, wrongwayPosted on March 31, 2022

Margin supplement bought precious time to formulate wind-down strategy

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Podcast: Gregory and Chung on wrong-way risk modelling

Posted by Carma FleetwoodMarketing & DevelopmentChung, Gregory, modelling, Podcast, risk, wrongwayPosted on July 7, 2019

Quants discuss a better way to model wrong-way risk

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