Welcome to the May edition of Focus.
In this edition, alongside an article by Rana Usman, Chief Operations Officer of NSE Clearing Ltd., explaining the innovation behind this year’s runner-up WFEClear Innovation Award entry, we present a summary of the research papers featured at this year's WFEClear conference. These papers were selected by the conference’s Scientific Committee based on their originality, academic rigour and relevance.
Fernando Cerezetti, Chief Risk Officer, ClearToken CCP Limited, opens with a fundamental rethinking of portfolio risk measurement, introducing an expanded Value...