Risk experts say many banks rely on daily reports and can’t effectively monitor intraday limits in real time
The discovery of unauthorised intraday bets made by a delta one options trader at Societe Generale has cast a spotlight on the difficulties banks face in monitoring and limiting exposures over the course of a trading day.
While intraday and zero-day options trading is on the rise, risk modelling experts say many banks are unable to monitor those limits in real time, making it difficult to
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