Pricing Partners Extended Functionality on CVA DVA and Bilateral CVA Computation
Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuation, announced…
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.
Numerix CrossAsset Introduces Innovative Model Coverage to Support VIX Futures Instruments
Numerix CrossAsset, Version 10.0 Features Enhanced VIX Coverage to More Accurately Model and Price Volatility Linked Derivatives…
SunGard’s Valdi Options Risk Managers now Supports Listed Options Trading Globally
SunGard’s Valdi Options Risk Manager, which helps firms effectively manage their overall position risk and identify options…
everis Joins Numerix Partner Program to Deliver Integrated Risk Management Solutions
everis Enhances Risk Management Product Suite with Numerix CrossAsset Analytics Numerix (www.numerix.com), the leading provider of cross-asset…
TriOptima Introduces its New triBalance Service for Reducing Systemic Risk by Rebalancing Counterparty Credit Exposure for Cleared and Uncleared OTC Derivatives
TriOptima announced that it has developed and tested triBalance, an important new post trade service that mitigates…
Fitch Solutions Launches New Bank Credit Risk Indicators Package
Fitch Solutions has launched a new suite of Bank Credit Risk Indicators to directly assist Credit Risk…
FINCAD Expands Coverage with the Launch of FINCAD Analytics Suite 2012.1
FINCAD continues innovation of its derivatives valuation and risk measurement solution FINCAD, the market leader for innovative…
Wholesale Markets Brokers’ Association Announces Launch of Derivatives Trading on the Repurchase Overnight Index Average (RONIA)
The Wholesale Markets Brokers’ Association (“WMBA”) today announces the launch of market making across a derivative curve…
FINCAD Expands Asia Presence with New Partnerships
Addition of new FINCAD channel partners to strengthen service and drive growth in Asia FINCAD, the market…
Implementation of Stress Testing Practices by Supervisors: Basel Committee Publishes Peer Review
The Basel Committee on Banking Supervision has today published a peer review of the implementation by national…