Less complexity for pricing analytics

A number of software suppliers sprang up in the early part of the decade offering pricing and analytics software for ever more complex derivatives structures. In the new age of less complexity, how are these firms adapting? By Clive Davidson


Before the crisis, intricate financial engineering was worn as a badge of honour by banks, with dealers seeming at times to be trying to outdo each other by launching ever more complex derivatives structures. In turn, there was a relentless demand for advanced analytics that could price and manage the risks of these deals. A mini-industry sprang up to meet the demand, with a host of boutique providers, often specialising in a single asset class, setting up shop. But now the markets have crashed

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

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

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here