Competition in dealer-client electronic euro swaps trading is heating up with the launch of two new 'request-for-quote' (RFQ) multi-dealer interest rates swaps platforms in quick succession.
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.
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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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, application and product management, and customer services...
Moneyline Telerate, the provider of real-time capital markets information, is removing Tullett & Tokyo Liberty’s benchmark US dollar rate swaps information from its treasury and swaps information service - known as page 19901 - on September 20, according...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future