Standard & Poor's enters portfolio risk modelling

S&P claims the model covers a broader range of asset classes and a wider variety of sources of risk than traditional portfolio risk models. The model also incorporates structured exposures, such as asset-backed securities and collateralised debt obligations (CDOs), in the calculation of portfolio risk measures. For example, a bank can use the model to assess the impact of a CDO tranche on its value-at-risk or measure the benefits of securitising a portion of its balance sheet. Sovereign risk

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Next-generation technologies and the future of trading

At a webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

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