Sionic risk and regulation experts Paul Dobbs and Xavier Pujos discuss the longer term impacts of Coronavirus COVID-19 on the derivatives market in this new piece from DerivSource. They examine the impact on risk management and pricing models and make a number of recommendations.
In the article, Paul Dobbs calls for
“a total review of how infrastructure performs under extreme events”
Xavier Pujos adds:
“The industry has to look at how they can improve these processes and models because the number of extreme scenarios is increasing.”
Read the full story here on DerivSource.
- Download our whitepaper Coronavirus: impact on markets and business 2nd instalment
- Hear more from Paul Dobbs and Xavier Pujos in these short videos: