Numerix Introduces “Hot-start” Initialization of the Heston Model
Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management, today announces new…
Risk Management
DerivSource provides industry analysis, expert Q&As and commentary articles on news and trends related to derivatives and risk management including credit risk, market risk, liquidity risk and cyber risk. Common themes covered include news and updates on products and service offerings related to derivatives risk, counterparty risk management, FRTB market risk, Basel III market risk, liquidity risk management and cybersecurity risk management.
Over 60% of risk managers at financial services firms believeprobability of a hight impact event has increased, according to new DTCC survey
A new survey on risk trends impacting the financial services industry revealed that 61% of risk managers…
OneTick to Enhance Numerix Risk Analytics Software with Market Data Capabilities
Numerix LLC, the leading provider of cross-asset analytics for derivatives valuations and risk management, today announced that…
Numerix ALM Solutions Introduce New Attribution Profile Functionality in latest version of Leading Hedge
Attribution Profile Analysis Framework to Explain PnL within Risk Factors, Isolate the Impact of Unhedged Risk Factors…
Risk Focus Partners with Kaizen to Deliver ‘MiFIR Readiness’ Validation Tool
Risk Focus, a leading provider of Regulatory Trade Reporting solutions to the global capital markets, has engaged…
Markit Launches Credit and Portfolio Analysis Tool for the Loan Market
Markit (Nasdaq: MRKT), a leading global provider of financial information services, today announced the launch of Markit…
Markit Launches KY3P™ Platform for Third Party Risk Management
Barclays, HSBC and Morgan Stanley partner to design new service Markit (Nasdaq: MRKT), a leading global provider…
Bank of China’s Singapore Branch Appoints AxiomSL for Basel III Liquidity Risk Management and Reporting Solution in Singapore
AxiomSL, the global leader of regulatory reporting and risk management solutions, announced today that Bank of China…
New Margin Calculation Service to be Launched in November
Collaboration with OpenGamma to launch new Eurex Clearing Prisma Margin Estimator/ Additional offering to be used on…
BCBS: A Look at the Impact & Implementation of FRTB & SA-CCR
Date: Nov 19th 2015 10am NY / 3pm UK / 4pm Paris In a DerivSource webinar, industry…