Banks have done too little, for too long on counterparty data


An achievement in which I take some pride was designing and managing the implementation of the first simulation-based counterparty exposure system at the old Bank of America in San Francisco. Last December was the 20th anniversary of its launch in the bank’s London trading room.

While this first implementation was on a regional basis, it later became global, supported by a worldwide trade data warehouse and a simulation system allowing global exposure profiles to be calculated on a daily basis.

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