Der Wert eines Systems
Die jüngsten Turbulenzen an den Finanzmärkten haben den Investoren einen Wertverfall ihrer Portfolios beschert und die Prime-Broker folglich zu einer Woge von Nachschussforderungen veranlasst. Angesichts der großen Unsicherheit bezüglich der Preise der komplexen Wertpapiere, die als Sicherheiten gehalten werden, erwerben manche Unternehmen auf Käuferseite nun eigene Bewertungssysteme. Von Clive Davidson
Die Spannungen an den Finanzmärkten Ende vergangenen Jahres haben starke Zweifel ausgelöst - etwa bezüglich der Bewertung von Collateralised Debt Obligations, der Rolle der Ratingagenturen und der Verwaltung des Liquiditätsrisikos, um nur einige Problemthemen zu nennen. Sogar das verlässlichste Mittel zur Milderung von Risiken steht auf dem Prüfstand - die Stellung von Sicherheiten.
Auf dem Höhepunkt der Turbulenzen kam es laut Berichten zu Meinungsverschiedenheiten zwischen Hedgefonds und Prime
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Technology
Dismantling the zeal and the hype: the real GenAI use cases in risk management
Chartis explores the advantages and drawbacks of GenAI applications in risk management – firmly within the well-established and continuously evolving AI landscape
Chartis RiskTech100® 2024
The latest iteration of the Chartis RiskTech100®, a comprehensive independent study of the world’s major players in risk and compliance technology, is acknowledged as the go-to for clear, accurate analysis of the risk technology marketplace. With its…
T+1: complacency before the storm?
This paper, created by WatersTechnology in association with Gresham Technologies, outlines what the move to T+1 (next-day settlement) of broker/dealer-executed trades in the US and Canadian markets means for buy-side and sell-side firms
Empowering risk management with AI
This webinar explores how artificial intelligence (AI) can strip out the overheads and effort of rapidly modelling, monitoring and mitigating risk
Core-Payments for business leaders: why real-time access to payment data is key to long‑term business success
Business leaders require easy access to timely, reliable and complete information across post-trade processes. Aside from the usual requirements of senior managers to optimise for risk, revenues and costs, they increasingly need to demonstrate to their…
Risk applications and the cloud: driving better value and performance from key risk management architecture
Today's financial services organisations are increasingly looking to move their financial risk management applications to the cloud. But, according to a recent survey by Risk.net and SS&C Algorithmics, many risk professionals believe there is room for…
Machine learning models: the validation challenge
Machine learning models are seeing increasing demand across the capital markets spectrum. But how can firms improve their chances of gaining internal and regulatory approval for these type of models?
Most read
- Top 10 operational risks for 2024
- Japanese megabanks shun internal models as FRTB bites
- LCH issued highest cash call in more than five years