Regulatory crossover drives risk innovation at Numerix

Tech provider responds to increased demands on bank infrastructure

Steven O'Hanlon, Numerix

One of the most notable effects of the current regulatory reform is the way in which it is breaching boundaries between different functions in banks. The front office can no longer accurately price over-the-counter derivatives trades without considering capital, clearing and collateral. At the same time, the middle office is being called on to produce risk metrics in real time to meet trading timescales, rather than on a traditional overnight batch schedule.

In addition, margin and collateral

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