Former co-head of Ficc at Deutsche Bank believes non-banks will become essential source of liquidity for banks
Sponsored video: Murex
Mathematical technique allows dealers to perform risk-sensitivity calculations 50 times faster
Tracking network behavior patterns is the latest priority as IP becomes a target.
Community data sharing could change cyber risk protocol
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
Corporate statement: SunGard
Swiss bank adds SunGard data service to reduce operational barriers for insurers
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 calculation times. But while graphical processing units can achieve...
Crunch time for data
White paper: Competing in a new highly regulated industry - how banks need to consider their IT infrastructure
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 reduce risks.
As computational demands on banks have increased, some have turned to powerful graphics processing units, but these were initially applied at the transaction pricing level. Now, they are starting to cover portfolio valuations and other enterprise-level...
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 security and reliability, is it really a fail-safe option?...
A clearer outlook
We're at a critical turning point for risk, finance and compliance functions in the banking sector. Faced with the dual pressure of increased regulatory activity and ongoing economic pressures, organisations are looking to transform the role of these...
The Foreign Account Tax Compliance Act stands to transform the global tax framework and how financial institutions track and report on their clients’ financial assets. With the law slated to come into effect in 2013, its implications and how financial...
Quants should take their share of the blame for the crisis, and should focus on less mathematically complex models, said some panellists – although not everyone at Quant Congress Europe agreed
Market sentiment could eventually be used as an input for risk and trading models, helping to predict future events, says John Macdonald of IBM Algorithmics
Making technology cheaper
Keeping an eye on the long-term challenges within risk management
Where's the 'RM' in ETRM?
Despite the advantages, leaving open source software unsupervised can lead to many problems. The solution: enabling the standardisation of code and components, however, this can be difficult. This paper highlights five steps for enabling standardisation...