Le projet de Loi Alimentation, actuellement en discussion devant l’Assemblée Nationale, prévoit l’encadrement en volume (25 % maximum) et en valeur (34 % maximum) des
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Last week I took part in the 4th “Impact of Fundamental Review of the Trading Book” conference in London, and I would like to share with you some feedback and insight we gathered on this occasion.
Matthew Thomson, Product Manager at Microsoft Azure, gave a presentation this year at the ActivePivot User Group in London titled Cloud Burst & Azure Compute in Financial Services.
Anton Polyakov, the Head of Application Development for Core Services & Risk at Nordea Markets, gave a presentation this year at the ActivePivot User Group in London titled The Core of Nordea Markets Technology.
Once you’ve got pricing right, there’s the issue of delivery. Not being able to deliver on your promise leads to a high number of returns, disappointed customers and a negative impact on your brand.
Two months ago the Basel Committee decided that banks will have to set aside less capital against trades through central clearing houses in a bid to encourage them to use their services. The aim is to make banks use the central counterparties (CCPs), making it easier for regulators to follow the flow of banks’ trades and exposures to each other.
This post delves into the implications of the look-through approach for asset managers, building the case for the use of in-memory aggregation technology to process massive amounts of highly granular data.
In a recent video blog published on March 18, Satyam Kancharla from Numerix* highlighted some of the issues introduced by the draft proposal of the Fundamental Review of the Trading Book (FRTB) run by the Basel Committee on Banking Supervision (BCBS). Among those challenges are the transition from Value-at-Risk to Expected Shortfall, the use of varying liquidity horizons, and revisions brought to the methodologies.
The sudden decision by the SNB to remove the longstanding cap on the Swiss Franc against the Euro took markets by surprise, causing many casualties amongst the foreign exchange broker community. As stated by the Financial Times on January 19, “In one of the most damaging currency swings in the modern trading area, the Swiss Franc soared in value, leaving investment banks across the world with big losses and hitting foreign exchange brokers particularly hard”.