CVA – a Big Data problem
In recent years regulatory demands have permeated all types of financial institutions. Banks are finding themselves under increasing scrutiny to account for their actions with
In recent years regulatory demands have permeated all types of financial institutions. Banks are finding themselves under increasing scrutiny to account for their actions with
The collateral world is changing, and changing fast. The transition of the derivatives market from OTC to an exchange-traded, centrally cleared environment, as framed by
Faced with increased pressure and greater scrutiny from regulatory bodies, the demands on product control teams are increasing and are showing no signs of stopping.
With poor product control cited as a factor in the 2008 fall of Lehman Brothers, it’s no surprise that over the past few years the
Quartet FS commissioned a recent study by research firm Chartis Research, which investigates the key trends in the risk technology marketplace, and uses this to
Quartet FS research into the problems investment banks face as a result of Big Data has provided some thought provoking results. Of the IT Managers
The current complex global financial markets include risks that are distributed across many entities. Credit risk in no longer limited to two parties, a bank
Nearly every move in the current business world involves some type of risk. These risks can stem from uncertainty in financial markets, project failures, legal
When discussing PnL VaR, we refer to the implication profit and loss calculations of an enterprise, mostly financial institutions, on its value at risk measures.
One of the major challenges in the management and measurement of risk that many financial institutions face is finding a coherent approach to value at
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