Acadia Announces Seventh Release of Open Source Risk Engine with Quarterly Releases to Follow
New release marks a step towards full transparency of Acadia’s Initial Margin Risk Generator methodology Additional updates…
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.
The Hidden Risks of Technology
Lynn Strongin Dodds looks at the latest research to discover how technology is not only mitigating but…
LCH RepoClear SA goes live with new Value at Risk (VaR) model
VaR as the new risk methodology[1] will be applied across 13 Euro debt markets VaR offers better…
Euronext Clearing introduces a new VaR-based margin methodology
Euronext Clearing, Euronext’s multi-asset clearing house formerly known as CC&G, today announced the introduction of a new…
Acadia Launches New Pre-Trade Analytics Service
Newly created service will help firms track impact of IM Exposure Acadia, the leading industry provider of…
Optimising Risk Management: The Why, How’s and Role of Data in an Integrated Approach
The derivatives industry has the tools and clear economic and regulatory drivers that pushing ahead plans to…
ISDA, Linklaters and S&P Global Market Intelligence Announce Intention to Enable Data Sharing Between ISDA Create and Counterparty Manager
The International Swaps and Derivatives Association, Inc. (ISDA), Linklaters and S&P Global Market Intelligence have announced their…
Beware the Black Box: Limitations of AI and the Role of AI Validators
“There’s the psychology that provides the risk within as well as the world that provides the risk…
DTCC Identifies Systemic Threats That Require Close Monitoring Amid Rapidly-evolving Risk Landscape
DTCC’s new white paper highlights interconnectedness risks that pose increased contagion threat. New York/London/Hong Kong/Singapore/Sydney, May 4,…
Cybersecurity and Systemic Risk – How Ready is the Industry for a Catastrophic Outage?
Cybersecurity solutions are mainly focused on mitigating specific known risks. In a DerivSource commentary, Tari Schreider, Strategic…