Hedge fund, Global Capital Commodities Ltd., Selects Brady Solution to Manage its Futures and Options Trading for Base Metals
Brady plc (BRY.L) is pleased to announce that the hedge fund, Global Capital Commodities Ltd., has selected…
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.
Open Protocol Enabling Risk Aggregation Launched
As co-chairs of a working group set up to define consistent practices across the hedge fund industry,…
CMA adds CDS data on Key Sovereign Debts to its Free-of-charge Daily Marketflash
CMA Marketflash helps subscribers keep up-to-date with changes in sovereign credit risk quality. CMA, the leading source…
ISDA Publishes Analysis of Counterparty Credit Risk Management in the US OTC Derivatives Markets
The International Swaps and Derivatives Association, Inc. (ISDA) today published a new analysis of counterparty credit risk…
AET Goes Live on SunGard’s Aligne for Energy Trading and Risk Management
AET, a European public electric utility company, has gone live with Aligne for energy trading and risk…
Professor Paul Glasserman, Author of Monte Carlo Methods in Financial Engineering, Joins the Numerix Quantitative Advisory Board
Numerix, the leading provider of cross-asset analytics for derivatives valuations and risk management, today announced that Professor…
CECA Extends Use of SunGard’s FastVal Analytics to Price and Manage Commodities and Inflation OTC Products
Confederación Española de Cajas de Ahorros (CECA), the National Association of Spanish Savings Banks, has extended its…
Deutsche Postbank Goes Live on SunGard’s Adaptiv Analytics for Enterprise Market Risk Management
Deutsche Postbank AG (Postbank), a leading German retail bank, has gone live with SunGard’s Adaptiv Analytics for fast calculation of Monte Carlo Value at Risk (VaR), supporting its entire on- and off-balance sheet capital markets activity. The implementation follows the bank’s adoption of SunGard’s Adaptiv Risk Cube in 2009 for quick access to risk analysis.
ASX Selects Razor for Cash Market Margining
Razor Risk Technologies Limited (ASX: RZR) today announced that the ASX Group (ASX) has selected Razor, a…
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The Devil is in the Data: The Role of Aggregated Data in Making Derivatives Markets more Transparent
The WMBA’s Alex McDonald discusses how aggregated reporting of trades executed via trading facilities and interdealer brokers…