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Authors Name: Jayanth R Varma

When index dissemination goes wrong: How fast can traders add and multiply?

This paper studies an episode of dissemination of wrong stock index values in real time due to a software bug in the Indian Nifty index futures market on the morning of January 18, 2006. The episod...

On 01 Dec 2010

Risk Management Lessons from the Global Financial Crisis

During the global financial turmoil of 2007 and 2008, no major derivative clearing house in the world encountered distress while many banks were pushed to the brink and beyond. An important reason for...

On 26 May 2009