The post-trade patch‑up: revamping processes in volatile times

In recent years, financial market participants have had to grapple with rising levels of geopolitical and market risk, extreme volatility and spiralling inflation. 

In this climate, it is crucial for financial firms with complex trading and hedging books to identify and manage their present and potential risk exposures accurately. If the back office is not running optimally or is not fully integrated with the front and middle offices, it will hinder a firm’s ability to manage margin and credit risk, view profit and loss, and manage market risk.

This Risk.net rapid read survey report, commissioned by ION, examines the effectiveness and efficiency of post-trade processes and services at financial firms, assesses where change is most needed, and identifies the barriers to change. In an era of heightened volatility – in which risks are high and errors can be catastrophic – this report explores how long firms can afford to continue with patched-up processes.

Download the Risk.net/ION rapid read survey report from Risk Library
 

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