
Dark Pools
The Structure and Future of Off-Exchange Trading and Liquidity
E. Banks(Author)
Palgrave Macmillan (Publisher)
Published on 9. April 2010
Book
Paperback/Softback
X, 227 pages
978-1-349-31528-4 (ISBN)
Description
Dark Pools is a practical text dealing with the increasingly important topic of dark pools, or non-displayed, off-exchange trading and liquidity. It discusses the development of the equity trading marketplace over the past two decades and how dark pools may evolve in a post-financial crisis world.
Reviews / Votes
'This is an excellent book. It is bang up to date, in what is a very fast changing area. It is clearly written, and provides a very comprehensive description of these markets and how they work. While it fully covers dark pools, its coverage is much wider than that - covering trading in equity markets more generally' - Professor Charles Sutcliffe, The ICMA Centre, University of Reading, UK
More details
Series
Edition
1st ed. 2010
Language
English
Place of publication
London
United Kingdom
Target group
Professional and scholarly
Illustrations
229 s/w Abbildungen
X, 227 p. 229 illus.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 14 mm
Weight
371 gr
ISBN-13
978-1-349-31528-4 (9781349315284)
DOI
10.1057/9780230275218
Schweitzer Classification
Other editions
Additional editions

Book
04/2010
Palgrave Macmillan
€106.99
Shipment within 15-20 days
Person
ERIK BANKS is responsible for risk management within the Corporate and Investment Bank at the European universal bank UniCredit. Over the past 23 years he has held senior risk positions at Citibank, Merrill Lynch and in the hedge fund sector, in New York, Tokyo, Hong Kong, London and Munich. He is the author of more than 20 books on risk, derivatives, emerging markets and governance.
Content
PART I: THE NATURE OF CATASTROPHE Taxonomy of Risk Catastrophes Financial Catastrophe PART II: THE RISK FRAMEWORK The Risk Management Process Models, Metrics and Limitations PART III: PRACTICAL MANAGEMENT Past Catastrophes Lessons Learned and Prescriptive Measures The Future of Risk Management Notes Bibliography Index