BNY Mellon Optimization Reduces Intraday Credit Risk by $1.4 Trillion

Brian Blank, Erika Lunceford, John Morik, Song He, Madhusudan Rana, Pavithran Rajendran, Gnanadeeban Gnanapandithan, Katherine Lajoie, Boris Kats, Madangopal Revoor, Victor O'Laughlen, Prasad Lakshminarsimha Kompella. BNY Mellon Optimization Reduces Intraday Credit Risk by $1.4 Trillion. Interfaces, 47(1):38-51, 2017. [doi]

Abstract

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