Smart Derivatives provides structuring, pricing and analysis tools
A burst of new regulation is forcing firms to re-examine asset allocation
Insurers prepare for greater disclosure under new reporting rules
More Clive Davidson articles
Structured Products Technology Rankings 2014
Room for improvement
Hedge fund clients of Barclays can use the bank's own margin calculator to construct their portfolios - while the bank uses it to manage net counterparty exposures. Both sides benefit
Capital and funding efficiency is a new discipline for derivatives desks, and there is a shortage of comprehensive systems - so Lloyds Banking Group teamed up with Markit to build one
A 30-fold increase in its computing grid, enabling coverage of 90% of the bank's derivatives business - a two-year overhaul of the counterparty risk framework at Royal Bank of Scotland wins this yea...
A finer grain
As insurers begin to conduct dry runs of their reporting schedules in preparation for the various conflicting regulations coming into force, it is becoming clear just how difficult compliance is goi...
Pick and mix
As insurers look for ways to improve the speed of their modelling calculations, some are turning to microprocessors originally developed for computer graphics in games consoles to increase calculati...
The move towards OIS discounting is proving difficult enough for banks in US and European markets but firms in Asia are facing the added difficulty of a dealing with multiple currencies
Crunch time for data
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.