Potential future exposure models (PFE)
Leverage ratio could prompt FCMs to be more picky, warns CME's Sprague
Quants find way to streamline future value calculations for exotic
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Risk technology firms, Pennsylvania-based Financial Software Systems (FSS), and New York-based PFS Trader Tools, said today that they are working together to develop a Web-based foreign exchange tra...
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.