Breaking down the model

The energy sector faces some of the most complex contract valuations in financial markets, from natural gas storage deals to daily power price options to seasonal prices and seasonal volatilities. Companies must often make a decision between buying an ‘off-the-shelf’ model not designed specifically for a given contract or developing their own internal models. Either choice exposes a firm to model risk – the risk that there is a fundamental flaw in the construction or implementation of a

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Chartis RiskTech100® 2024

The latest iteration of the Chartis RiskTech100®, a comprehensive independent study of the world’s major players in risk and compliance technology, is acknowledged as the go-to for clear, accurate analysis of the risk technology marketplace. With its…

T+1: complacency before the storm?

This paper, created by WatersTechnology in association with Gresham Technologies, outlines what the move to T+1 (next-day settlement) of broker/dealer-executed trades in the US and Canadian markets means for buy-side and sell-side firms

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