Archegos-Like Exposures: Computing Risk with Fabrizio Anfuso
Stress-Testing Counterparty Risk: Anfuso’s Framework BUCHAREST – May 22, 2024 – In the wake of the Archegos Capital Management collapse, the need for robust counterparty risk management has never been more critical. Fabrizio Anfuso, a senior technical specialist, along with Dimotrios Karyampas, developed a framework addressing the complexity of stress-testing exposure to tail events, offering … Read more