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.
Thomson Financial Europe has promoted its sales and trading head, Donal Smith, to the newly created position of chief operating officer as part of a reorganisation today that centralises sales, appl...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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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.