Risk Management, Performance & Reporting
Chicago Trading and Technology Summit: R Scripting Features Accessibility, Versatility Benefits
Two panelists at the Chicago Trading and Technology Summit 2015 talk about the many uses of the scripting language R.
Numerix Adds 'Las Vegas Monte Carlo' Exposure Calculation to Analytics
New approach uses algorithmic exposure method to generate scenarios, simulate future values.
Helaba Selects Quantifi xVA Platform for Counterparty Risk Management
German bank replaces in-house xVA solution for counterparty risk mitigation and management.
The Proving Grounds: Hyannis Port Research Enters Next Stage with Riskbot
Anthony looks at HPR's recent release and the importance of startups keeping promises.
India to Take Center Stage in the HFT Debate
Chiragra Chakrabarty discusses what Sebi's proposed "HFT curbs" could mean for the Indian marketplace, and the Asia-Pac region, in general.
Ullink, LiquidMetrix Partner to Deliver Post-Trade Analytics
Post-trade analysis tools to be initially offered to Ullink's buy-side clients.
StatPro Enhances Revolution's Risk Capabilities
StatPro Group has rolled out the latest upgrade for its cloud-based Revolution portfolio analysis platform.
Manulife AM Taps RiskFirst For Further LDI Expansion
PFaroe to support growing liability-driven investment operations.
Tag Team: McNamara and Zerbs Work Towards Common Tech Goals at Scotiabank
The two new heads of Scotiabank talk about the Toronto-based bank's latest projects and how they effectively work together.
iMatchative Builds Out AltX Platform, Looks Ahead to Adding Behavioral Analysis
AltX has profiled 90,000 hedge fund managers and employees.
SocGen Bolsters Rates Business with Quartet’s ActivePivot
SocGen's Jérôme Cazes and Quartet's Georges Bory discuss the implementation of ActivePivot at SocGen and future enhancements of the analytics tool.
Bringing Standardization to the Fixed Income ETF Space
BlackRock and several other fixed-income heavyweights are joining forces to provide a new standard to calculate yield, spread and duration for fixed income ETFs.
Bringing Standardization to the Fixed Income ETF Space
BlackRock and several other fixed-income heavyweights are joining forces to provide a new standard to calculate yield, spread and duration for fixed income ETFs.
Darkness Rising: Can Dark Pools Cure What Ails Credit Trading?
There is widespread agreement that buy-side firms need to trade with each other to boost dwindling credit market liquidity, and at least 15 platforms are preparing to make it happen. In part one of this two-part feature, Kris Devasabai looks at the…
Corvil Connects to Cloudera for Real-Time Network Big Data Analytics
Integrating Corvil with Cloudera Enterprise allows users to store Corvil's network data for later analysis.
Unrealistic Expectations: 7 Capital Markets CIOs Discuss Current Challenges, Opportunities
An inside look at new technologies disrupting the market, and the ever-challenging 'people equation'.
BATS Files for Client Suspension Rules to Tackle Manipulative Market Behaviors
Expedited authority to cut manipulative behaviors “within weeks” awaiting SEC approval.
CreditSights Integrates BondScore, Ratings Models into Risk Products Platform
The combination of both models will allow users to access information on one website.
Fidessa Adds Order Performance Monitor to Equities Trading Platform
Real-time outlier monitoring tool launched to displace traditional transaction cost analysis systems.
Coming Soon: The Death of Black-Box Models, Technologies
Industry experts discuss how their firms are less inclined to use black box vendor models.
Is the Word ‘Analytics' Being Used Too Freely? (In a Word: Yes)
Anthony looks back at the Waters Rankings and previews what's ahead as August rolls near.
CCAR Stresses Banks' Model Validation, Data Aggregation Capabilities
At a recent event held at The Metropolitan Club in Manhattan, industry experts discussed a range of topics, from modeling validation to analytics to risk technologies.
Misys Bolsters ‘InFusion Programme' with DEVnet Addition
DEVnet focuses on risk management & trading platforms.
Boat Expands Trade Reporting Offering with Russian Instruments
OTC post-trade reporting service expands to include Moscow Exchange listed stocks.