SunGard today announced the availability of version 5.6.2 of BancWare Asset Liability Management (ALM). The new version incorporates credit risk simulation into ALM, providing the ability to model, ...
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Credit risk articles
Robert Jarrow and Donald van Deventer show how to estimate default event correlations using a reduced-form model with historical default data.
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.