The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, Richard Martin shows that all results can be interpreted using a universal...
Securities regulator says it's taken an active approach to managing HFT risks but industry groups argue more needs to be done
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In this sponsored feature, Northern Trust discusses some of the findings of a recent survey of insurers on their concerns for investment operations and technology
Off-the-shelf energy trading and risk management (ETRM) systems are more popular than ever before, according to Energy Risk’s annual software survey. However, companies say they still require significant customisation and rarely meet all their ETRM...
Despite increasing demand for technology that makes pricing and trading structured products more efficient, the biggest initiatives in the past year have been the integration of regulatory edicts and the creation of individual and multi-dealer platforms...
After five years of work, a group of 19 big banks still get a failing grade from supervisors on their ability to pull together and report counterparty exposures. Is it all a question of cost? Fiona Maxwell reports
Data and analytical fragmentation have been risk management obstacles for decades, but efforts to overcome the problem have been rooted within the paradigm of relational databases. David Rowe argues moving beyond this framework holds the key to success...
Commodity trading firms today continually seek opportunities to trade more and more commodity types, especially as profit margins are stressed and get thinner. André Jäger, senior vice-president, product management energy at OpenLink tells Risk how...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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