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The success of a trading company's value chain relies heavily on modelling platforms that can perform an array of tasks such as developing forward curves and calculating risk sensitivities effectively....
An incessant torrent of regulation, divergent approaches by different regulators and the practical difficulty of ensuring compliance by employees spread across different locations have created major challenges...
Key questions in the European Market Infrastructure Regulation (EMIR) include will there be universal initial margining, how will it be calculated, will thresholds be permitted, what will count as eligible...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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The introduction of exchange clearing for over–the–counter derivatives products opens up many opportunities for hedge funds as well as for those providing the services. Renaud Huck, senior vice president, head of UK institutional investor relations...
The introduction of exchange clearing for over–the–counter derivatives products opens up many opportunities for hedge funds as well as for those providing the services. Renaud Huck, senior vice president, head of UK institutional investor relations...
This white paper deals with the implications of the case of NML Capital Ltd v Argentina. Although the decision applies specifically to sovereign debt contracts governed by New York law, it could have an impact on bondholders whose debt is not governed...
US inflation markets have been through some major events in 2012, including the launch of open-ended quantitative easing and knock-on effects from the forced unwind of Greek asset swaps. Against a backdrop of continued economic uncertainty, a raft of...
Exante managing partner Alexey Kirienko discusses how technology is at the centre of creating systems and product offerings that are attractive for both asset managers and investors.
A panel, sponsored by MetricStream, discusses the benefits of using key risk indicators, as well as how operational risk managers should select the right ones and effectively manage their quantitative and qualitative analysis
Sub-custody is changing. Senior industry figures from BNP Paribas Securities Services, ING and SEB convened recently to talk pricing, efficiencies, consolidation and relationships
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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