FMSB Chair Mark Yallop addressed the Fixed Income Leaders (FILS) Conference on November 10, 2016 with the speech “FICC Markets Standards Board: bringing buy-side and sell-side together to promote Standards in Wholesale Markets.” The complete transcript of his speech is available here.
FMSB issues final Statement of Good Practice for the application of a model risk management framework to electronic trading algorithms
Financial Markets Standards Board (FMSB) today launches its final Statement of Good Practice for the application of a model risk management framework to electronic trading algorithms. Sophisticated modelling techniques used for calculating trading risk and required...