Canadian information and technology provider Thomson Financial has released its 'Vestek Fundamental Risk Model', which is designed to identify the sources and size of portfolio risks.The technology replaces the Vestek US Risk Model. Thomson said the new model includes significant changes to model inputs and estimation techniques while retaining the underlying framework of a linear multiple-factor model.
“The new model emphasises forward-looking factors which Vestek research shows offer better expectational information,” said Thomson.
More on Technology
IT systems not geared for trade reporting under EU anti-manipulation law
Result comes despite tougher rules on market manipulation and abuse
Focus needs to be on reacting, not stopping every threat
Companies can wring more value from regulation-mandated data
Sign up for Risk.net email alerts
Sponsored video: MarketAxess
Sponsored video: Tradeweb
Multifonds talks to Custody Risk on being nominated for the Post-Trade Technology Vendor of the Year at the Custody Risk Awards 2014
Sponsored webinar: IBM Risk Analytics
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.