Derivsource DerivSource is the source for derivatives, pre- and post-trade operations, regulatory compliance, risk management and technology.

Navigation

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 Introduced a New Derivatives Pricing Model Combining Local and Stochastic Volatility

November 22, 2011 - - 0 Comment

Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-it© Library now contains a model combining local and stochastic volatility.

Read More

Rexam PLC Goes Lives with OpenLink Solution Suite

November 21, 2011 - - 0 Comment

– To support global treasury, cash, commodity and risk management activities


OpenLink Financial, LLC (OpenLink), a leading provider of treasury, cross-asset trading, risk management and operations processing software solutions, which support the entire transaction lifecycle, announces that Rexam, a leading global consumer packaging company, is now live with its treasury solution suite. The OpenLink treasury solution suite implemented supports Rexam’s global treasury, cash, commodity and risk management activities.

Read More

Quantifi Provides New FX Coverage and Support for Latest OTC Market Initiatives with Release of QX.1

November 17, 2011 - - 0 Comment

• New foreign exchange coverage and expanded coverage for interest rate products  • Supports the latest Basel…

Read More

Algorithmics Launches New Investment Design Solution for Wealth Managers

November 17, 2011 - - 0 Comment

Algorithmics, an IBM Company, announced today the launch of its new investment design solution for wealth managers that meets a range of requirements from assisting with regulatory compliance to helping wealth managers create advanced customized portfolios for their clients.

Read More

The Cost of Central Counterparty Clearing (Commentary via the Podcast)

November 15, 2011 - - 0 Comment

In a DerivSource podcast, two derivatives experts review the cost of central clearing OTC derivatives contracts including…

Read More

Leading Russian Investment Bank, VTB Capital, Selects Quantifi for OTC Analytics, Pricing and Portfolio Valuation

November 11, 2011 - - 0 Comment

Firm to utilize Quantifi for fast and accurate derivatives analytics Quantifi, a leading provider of analytics, trading…

Read More

Quartet FS Launches Latest Versions of its Innovative ActivePivot Software

November 10, 2011 - - 0 Comment

Further improved real-time capability makes ActivePivot the fastest data aggregation solution on the market Quartet FS, a…

Read More

Monoline Exposures Resulted in $54 Billion in Charges for Banks, According to New ISDA Study

November 8, 2011 - - 0 Comment

The counterparty credit risk exposure of 12 US bank holding companies and international banking companies to monoline…

Read More

Metro Bank Selects SunGard’s Ambit Asset Liability Management for Balance Sheet Management

November 6, 2011 - - 0 Comment

Metro Bank PLC, Britain’s first new High Street bank in over 100 years, has selected SunGard’s Ambit…

Read More

The Basel Committee Issues Final Rules for Global Systemically Important Banks

November 5, 2011 - - 0 Comment

The Basel Committee on Banking Supervision issued today its rules for global systemically important banks (G-SIBs). Today’s…

Read More

Sign up for
our newsletter

Join our mailing list to receive the monthly e-newsletter and alerts about future events and webinars.

Podcast

Upcoming Events