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Moody’s Analytics Launches Enhanced Probability of Default For Banks Dealing with Basel III
Moody’s Analytics Launches Through-the-Cycle Probability of Default Measure New credit risk measure to address…
Algorithmics Signs Nordea Life and Pensions for Solvency II
Algorithmics, the leading provider of risk solutions, announced today that Nordea Life and Pensions,…
OpenLink Announces Pending SolArc Acquisition
OpenLink Financial, Inc (OpenLink), a leading provider of energy, commodities, trading, and risk management (C/ETRM)…
CME Group Announces Open Interest in Power Contracts Reaches One Billion Megawatt Hours
CME Group, the world’s leading and most diverse derivatives marketplace, today announced it reached…
ICE Announces November 7 Launch of 29 New Energy Contracts
IntercontinentalExchange (NYSE: ICE), a leading operator of global regulated futures exchanges, clearing houses and…
Buy-side Central Clearing of Derivatives Ahead of Dodd-Frank Mandate
When: Tuesday, October 25th, 2011 Time: 4:00 p.m. London / 11:00 a.m. New York…
Federal Banking Agencies Stress Testing Guidance
Algorithmics’ response says transition from silos to enterprise view of risk will be challenging…
ReMATCH Introduces New Service to Eliminate Quanto Credit Default Swap Risk
ReMATCH, the CDS portfolio rebalancing and market risk mitigation service, announced today that it…
ISDA Case Law Update
Two recent cases before the High Court have returned to the question first raised in Marine Trade…
Update on Basel III Implementation
The Basel Committee on Banking Supervision issued today its first Progress report on Basel…