Risk Management for Broker Dealers: Construct Optimal Hedges for an Equity Trading Book

Please join us for an upcoming webinar where we discuss techniques for quantifying and hedging market risk of a typical broker dealer’s equity trading book using Barra Equity Risk Models and Barra Optimizer.

We will also be discussing some of the new features of Barra Open Optimizer version 8.2, including Multiple-Period Optimization. This new feature enables intra-day trade scheduling using the simultaneous optimization of multiple periods. Traders are now able to produce trade lists that better minimize market impact cost and total risk while capturing liquidity throughout a trading day.