MIT Tests Rival Value-At-Risk Systems To Examine Underlying Assumptions

THE Massachusetts Institute of Technology's International Financial Services Research Center is funding a comparative study of the value-at-risk (VAR) methodologies that risk management systems vendors are incorporating into their products.

The study is being conducted by researchers at MIT and the Harvard Business School, and is supported by a consortium of sponsoring organisations, including Coopers & Lybrand, Salomon Brothers, Citibank, Bankers Trust and JP Morgan.

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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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