Julia Philipp recommends targeted defences, data sharing and response planning
CenturyLink will ultimately make analytics tools available as managed service in its cloud infrastructure
Competition intensifies in battle for Asia structured products market
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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IT systems not geared for trade reporting under EU anti-manipulation law
Result comes despite tougher rules on market manipulation and abuse
Software from Calastone seeks to bring structured products into the digital age
Focus needs to be on reacting, not stopping every threat
Companies can wring more value from regulation-mandated data
Community data sharing could change cyber risk protocol
Lack of hysteria does not equal complacency, says securities regulator
A second no-action relief period that exempted Sefs from issuing confirmations expired on November 29, leaving forex traders unsure whether Sefs can handle the requirement
Barriers include a lack of finalised rules and technology for scalable operations
Asic less concerned with high-frequency trading but is clamping down on dark pool operators
The increase in electronic trading venues in the foreign exchange market has created the potential for further fragmentation of liquidity. Technology vendors have developed a variety of solutions in...
A portion of the European derivatives market will eventually be required to trade on OTFs – but change will be hampered without bank involvement, panellists say
Quants should take their share of the blame for the crisis, and should focus on less mathematically complex models, said some panellists – although not everyone at Quant Congress Europe agreed
Market sentiment could eventually be used as an input for risk and trading models, helping to predict future events, says John Macdonald of IBM Algorithmics
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.