laminar_flow
Joined 8 years ago
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Joined 8 years ago
GS has had a centralized risk/pricing system for over 20 years now that is pretty powerful [2]. Fun fact: GS was able to calculate their total exposure to the Lehman collapse 12 hours after it happened using this.
1. https://www.businessinsider.com/goldman-sachs-buy-financial-... 2. https://news.efinancialcareers.com/uk-en/276170/secdb-quartz...