Tag Archives: Citi

Citi plant Krisenderivate

Citi plans crisis derivatives – Risk.net. Citi will einen Derivate auf einen Liquiditätsindex, CLX, handeln, die sie selbst definiert haben. Like the untraded US rates liquidity index (USRLI), the CLX is constructed as a sum of the Sharpe ratio – deviations from the mean divided by volatility – of various market factors, such as equity […]