

How hedging market risk is changing
Nov 7, 2024
In this insightful discussion, Eddie Wen, Global Head of Digital Markets at J.P. Morgan, and Chi Nzelu, Global Head of FICC eTrading at J.P. Morgan, delve into the transformation of hedging market risk in the age of electronic trading. They explore the shift from traditional to network-centric trading models, emphasizing enhanced liquidity and the role of data analytics. The conversation touches on the evolving strategies market makers and buy-side participants use, highlighting the move towards multi-strategy approaches and the future impact of AI on risk management.
Chapters
Transcript
Episode notes
1 2 3 4 5
Intro
00:00 • 2min
The Shift from Qualitative to Quantitative Market Risk Management
01:36 • 2min
Evolution of E-Trading Models and Liquidity Distribution
03:11 • 2min
Evolving Strategies in Market Risk Management
05:00 • 3min
Summary and Closing Thoughts on Market Risk Hedging
08:27 • 2min