There are a number of approaches to building the IT systems architecture required for historical simulation value-at-risk implementations. What are the pros and cons associated with these architectures?...
Pricing Partners has unveiled a new value-at-risk (VAR) calculation tool for structured products on its Price-it platform. The new system has been in development for two years and will now be marketed...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Risk systems articles
The financial crisis drummed home to many banks the advantages of quickly calculating exposures and executing hedges for complex portfolios. As a result, some banks are looking to the insurance sector and their use of replicating portfolios. By Clive...
Banks are increasingly aware of the speed and efficiency that is required to process data when creating and dealing in structured products. Calls for transparency and liquidity mean it is vital to choose systems that can cope with the products' complexity....
US trading software firm Pivot has launched Instant Markets to assist over-the-counter natural gas traders in managing their liquidity. According to Pivot, traders have previously had to search through individual chat messages for liquidity information...
Putting a price on assets for which no active market exists is a process mired in complexity and no little controversy. But the pricing models of yesteryear are simply not up to the job. David Patrikarakos looks at the new generation of valuation models...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
UK, 3rd Jul 2013
USA, 17th - 19th Jul 2013
UK, 24th - 25th Sep 2013
UK, 26th Sep 2013
USA, 21st - 24th Oct 2013
Canada, 21st - 16th Oct 2013
UK, 19th - 20th Jun 2013
USA, 19th - 20th Jun 2013
Singapore, 29th - 30th Jul 2013
USA, 5th - 7th Aug 2013
Updating your subscription status
Risk IPad Apps