Marginal VaR and Stock exchange electronic trading system: Difference between pages

Revision as of 08:38, 20 August 2013

(SETS).

An automated trading system for the largest companies quoted on the main list of the London Stock Exchange.

Trades through SETS match buyers and sellers automatically, cutting out the need for a market maker.

Smaller companies continue to use the SEAQ quote book system.

@@ Line 1: / Line 1: @@
-''Risk management''.
+(SETS).
-A measure of the Value at Risk impact on a portfolio of small changes in a position.
+An automated trading system for the largest companies quoted on the main list of the London Stock Exchange.
+Trades through SETS match buyers and sellers automatically, cutting out the need for a market maker.
-''Also known as Delta VaR.''
+Smaller companies continue to use the SEAQ quote book system.
 == See also ==
-* [[Value at risk]]
+* [[Stock exchange automated quotation system]]
-[[Category:Risk_frameworks]]