125 Old Broad Street
London, EC2N 1AR
United Kingdom
http://www.world-exchanges.org
World Federation of Exchanges
Value-at-Risk, filtered historical simulation, conditional volatility, volatility scaling, risk model backtesting
Interest rate futures, day-of-the-week effects, trading patterns
Value-at-Risk, Backtesting, Filtered Historical Simulation, Loss Functions, Consistent Score Functions
interest rates futures, monetary policy, TIIE futures
Short-term interest rates futures, maturity effect, volatility, term structure interest rates
Payment systems, tiering
settlement, post-trade process, settlement discipline, cascade effects, buy-in
SU-distributions, normal mixture, skewed Student distribution, exchange rates
