Stress-testing
DTCC’s GTR: At the forefront of the evolution of the derivatives industry
DTCC explores the importance of effective user acceptance testing environments to the successful navigation of regulatory rewrites and an evolving regulatory landscape
SmartStream’s Managed Services: Joining the Dots and Responding to Clients’ Demands
SmartStream Sibos Series
More banks flirt with machine learning for CCAR—but risks persist
The superior computational grunt of neural networks is attractive to lenders, but a lack of explainability presents a significant downside.
Direxion turns to Two Sigma’s Venn for thematic ETFs
The firm is using the platform as a comparison tool as it evolves its fund offerings.
This Week: JP Morgan, Deutsche Börse, Refinitiv, and more
A summary of some of the past week’s financial technology news.
Point Break: How Vendors Push Their Products to the Limit
Vendors don’t release new products or updates without putting their software through rigorous testing. What does that testing involve, and what different approaches do companies employ? Max Bowie finds out.
Science Friction: Some Tire of Waiting for Quantum’s Leap
Use cases for quantum computing are piling up—from CVA to VAR. But so are the obstacles
Dutch Banks, Zapata Computing Tap Quantum Computing for Stress Test Projects
ABN, ING and Rabobank are exploring quantum for regulatory stress tests. In the US, Zapata Computing is seeking a patent for the same.
Slow Road to Consensus: CFTC's Behnam Talks Climate Risk
As CFTC commissioner Rostin Behnam’s report on climate risk to the financial system is published, WatersTechnology speaks to Behnam about data, greenwashing, and gaining support in Washington.
SmartStream Launches Tool for Intraday Liquidity Stress Tests
The module allows clients to perform stress testing on demand, integrated with data from the vendor's cash and liquidity management solution.
UnaVista Rolls Out Reporting Analytics for Performance and Market Surveillance
The regulatory business is developing enhanced analytics to improve reporting accuracy and identify signs of market manipulation.
Intercept: AQR’s Risk-Catching Machine
CRO Mike Patchen has helped build a system to identify risks before they grow or spread.
Banks Join Forces on Model Development Utility
Crisil is working with HSBC and three other banks on a platform to share model-building tools.
Thomson Reuters Adds MSCI’s RiskMetrics Tools to Eikon
Officials say Thomson Reuters clients have consistently asked for access to RiskMetrics' models within hte Eikon desktop.
The Approaching Fintech Flip
Incumbent vendors may turn the table on fintech upstarts, once regulation begins to calm down
QuantHouse Launches Stress Testing for Algos Ahead of Mifid II
Vendor partners with datacenter specialists Interxion for algorithmic stress-testing facility
StatPro Adds More Risk, Stress-Testing Capabilities to Revolution
The enhancements are part of ongoing updates to the platform's risk and testing features.
Asset Control Adds Data Quality Assessment, Stress-Testing to Data Management Tools
The additions are in response to demand from clients who were already using the platforms to perform these functions.
Michael Shashoua: Stressing the Stress-Test
Banks' efforts to date when complying with BCBS 239 risk data aggregation principles have been underwhelming.
What's the Point of Stress Testing Without Granularity?
Anthony questions CCP stress-testing guidelines.
Aggregate to Accumulate
Risk data aggregation and the challenges in how to divide up data and who is assigned what pieces of data.