Barriers include a lack of finalised rules and technology for scalable operations
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...
Crunch time for data
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Need for speed
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks. Learn how these weaknesses can be overcome to increase competitiveness and r...
Asic less concerned with high-frequency trading but is clamping down on dark pool operators
Wide-ranging changes to the the OTC derivatives market are leading insurers to upgrade their collateral management systems, often quite substantially. But the complex requirements and computational ...
The success of a trading company's value chain relies heavily on modelling platforms that can perform an array of tasks such as developing forward curves and calculating risk sensitivities effective...
Cloud technology potentially offers insurers an efficient way to undertake the huge amount of actuarial and risk modelling calculations that need to be performed. But with concerns around data secur...
The case for dynamic efficiency
The increase in electronic trading venues in the foreign exchange market has created the potential for further fragmentation of liquidity. Technology vendors have developed a variety of solutions in...
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.