Trading platforms

The Monte Carlo mindset

There is a rich seam to be mined in the provision of tools to calculate counterparty credit risk. Clive Davidson looks at what's on offer so far, and what could be coming on to the market.

Bidding principles

Robert Almgren and Neil Chriss show how principal bid programme trades can be priced and evaluated as part of a trading business. By annualising the price impacts and variances of such trades, they construct an information ratio measure that can be used…

Software survey 2003

Credit technology hogged the spotlight in 2002, as the spectacular collapse of a host of corporate giants combined with movement on the Basel II Accord focused everyone's attention on this class of exposures.

Software survey 2002 |

Some online risk management products failed to live up to expectations last year, but software vendors forge ahead, developing products that support fast-growing markets such as credit derivatives and CDOs, and tools to help banks meet Basel II…

Algo includes S&P for Basel II

Algorithmics is strengthening its credit risk management offering as demand grows for more comprehensive credit solutions. It is integrating a number of Standard & Poor’s credit data products with its analytical tools and developing a new module to help…

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