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…
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.
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…
Fidessa Takes FINCAD from the Buy-side to the Sell-side
Bringing industry-standard options pricing and risk analytics to Fidessa’s trading platforms. Fidessa group plc (LSE: FDSA), provider…
Pricing Partners Introduces Brazilian Swaps Pricing
Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced…
OpenLink Enhances Ability to Execute Across Russia and Commonwealth of Independent States
New partnership helps bring scalable and adaptable solutions to meet increased regulatory and reporting demands of complex…
Pricing Partners Introduces CVA, DVA and Bilateral CVA Computation in its Derivatives Pricing Analytics
Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced…
