Fred Sommers

OpsRisk Limited

Toronto, Ontario

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

85

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

ETF Discussion

Number of pages: 22 Posted: 05 Oct 2017
Fred Sommers
OpsRisk Limited
Downloads 62 (359,002)

Abstract:

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exchange traded funds, ETFs, liquidity, volatility, operational risk, concentration

2.

Operational Process Risk: A Further Discussion

Number of pages: 14 Posted: 12 Nov 2019
Fred Sommers
OpsRisk Limited
Downloads 23 (516,035)

Abstract:

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Global Investment Performance Standards (GIPSĀ®), GIPSĀ®, operational risk, value at risk, risk management, settlement, trading, settlement fails, clearing, tracking error, post-trade cost, order to trade