Clive Davidson
Need for speed: banks explore FPGAs for portfolio modelling
Original headline:
It can take hours for traditional bank systems to run portfolio risk models. That’s too slow for some banks, which are now exploring unwieldy – but quick – field-programmable gate arrays. By Clive...
Original headline:
On lists of the top US futures clearers, one big US bank is conspicuous by its absence. Wells Fargo was ranked fourth by assets in the US according to the Federal Deposit Insurance Corporation as of September...
Original headline:
Managing market risk is a key issue for life insurers. Clive Davidson looks at the challenges they face in modelling this risk and how the assumptions that underpin their models are changing in response...
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More Clive Davidson articles
Tech firms prepare euro break-up contingencies
Original headline:
A splintering of the eurozone would require a host of changes to financial technology – from minor tweaks to major re-engineering. Some companies are working out how they would cope. By Clive Davidson
Risk management technology product of the year: Quantifi
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A host of tasks become magically simpler if their more demanding aspects are ignored. Cooking bouillabaisse is easy if it doesn’t have to taste nice; bullfighting is less dangerous if the torero remains outside the ring; pricing derivatives is a breeze...
How insurers are dealing with internal model validation
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Model validation is a key element for internal model approval under Solvency II, but it is one of the most demanding. Clive Davidson reports on how insurers are meeting the challenge
Alternative liability modelling techniques
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A recent study in the US by the Society of Actuaries and Ernst & Young has examined the effectiveness of a range of new liability modelling techniques. Clive Davidson reports on the results of the tests
Risk software survey 2011
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Banks are gearing up to meet strict new Basel III rules on counterparty credit risk, including a new charge for credit value adjustment, as well as the Basel 2.5 package of market risk capital amendments. At the same time, firms are thinking ahead to...
Risk technology rankings 2011
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New regulations have forced financial services firms to get to grips with counterparty credit risk and credit value adjustment, the liquidity coverage and net stable funding ratios, and electronic trading, clearing and reporting. In the face of these...
Risk research: tech spending to rise in 2012
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Just over 60% of respondents plan to up their technology spend next year, with market risk systems the main beneficiary. Clive Davidson reports
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