Credit Suisse Uses MDS Software Link For Market Risk Visualization
CREDIT Suisse is beta testing S+Famelink, a product from London-based Market Data Systems (MDS) that integrates Fame Information Services' time-series database system with S-Plus, a statistical software package that generates complex graphs from raw data.
Credit Suisse is using the new product at its market risk management group in Zurich. "We have been generating matrices of correlations and exponentially weighted volatilities," says Frederic Berney, assistant risk analyst for the bank. S
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