RMS releases portfolio-based pricing for weather derivatives

The updated version includes several enhancements to pricing and portfolio management functionality. The principal feature of the new version is portfolio-based pricing, which allows weather derivatives traders to run pricing analytics that quantify the impact of a potential new trade on their existing portfolio.

New portfolio management functionality in Climetrix 3.3 includes an expanded range of portfolio risk measures and breakdowns of portfolio exposure during a season. Automated daily updating of RMS market data has also been added to Climetrix to facilitate the daily mark-to-market process.

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Next-generation technologies and the future of trading

At a Risk.net 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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