Latest Release of FINCAD Analytics Suite Boasts Important Bond, FX Option and Swap Enhancements
FINCAD, the leading provider of OTC derivatives solutions, announced today the latest release of its cross-asset derivatives…
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.
Pricing Partners to Offer an API in Price-it Online to Upload Counterparty Valuation and Provide Automatically Reconciliation Reports
Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced…
New Functionality for Swap Aggregation Increases CVA & PFE Calculation Speed
Numerix Introduces Accelerated Calculation Techniques for Vanilla Instruments Enabling Faster Risk Analytics in CrossAsset 10.2 Numerix (www.numerix.com),…
Imagine Software Adds GF Securities To Growing Asia-Pacific Client Base
Guangzhou-based Investment Bank Adopts Cloud-Based Solution to Increase Operating Efficiencies and Boost Costs Savings GF Securities, one…
Numerix Introduces a Centralized Framework for Standardized Instrument Valuations
CrossAsset Integration Layer Unveils a New Approach for Consistent Risk Analysis & Improved Product Control Numerix (www.numerix.com),…
SIX Financial Information and Numerix partner for OTC Derivative Valuations
SIX Financial Information and Numerix announce that they have signed a strategic partnership agreement to produce valuations…
CITIC Bank International Chooses SuperDerivatives to Enhance Risk Transparency
Greater handle on risk is first step to expanding structured portfolio SuperDerivatives, the global leader for cloud-based…
Collateral Optimisation versus Risk Diversification: The Dilemma of a Single or Multiple Clearer Strategy
In a recent DerivSource webinar, the panel discussed the pros and cons of centralising OTC and ETD…
Energy Trading and Risk Management: It’s Time for STP
Stephen Nimmo, senior manager, SunGard Global Services explores how STP can benefit energy organizations engaged in…
Quantifi Releases Whitepaper on Calculating CVA Capital Charges under Basel lll, Co-Authored by Jon Gregory
Whitepaper describes and compares the various methodologies for calculating counterparty credit risk capital under Basel regulations Quantifi,…