This white paper provides an accurate representation of the market’s current systems consolidation stance, while also focusing on the hurdles standing in the way of firms’ endeavours, and the potential business benefits that they stand to glean in the wake of the campaign.
Sophisticated risk metrics are no longer the sole preserve of top-tier banks. Thanks to an innovative new style of service model, organizations of all sizes can now support highly complex calculations without breaking the budget.
This white paper describes the process firms must adopt to comply with the BCBS and International Organization of Securities Commissions’ new uncleared margin rules (UMR), set to take effect next year. The paper further defines five core elements needed for operational conformity, as well as the…
The white paper explores reputational, regulatory, financial and strategic risks and outlines why due diligence should be complemented by on-going, risk-based monitoring to improve visibility to supply chain and third-party risk.
After 2021, the UK’s FCA will no longer compel banks to use LIBOR as the benchmark for short-term interest rates. In this Q&A, James Jockle, Chief Marketing Officer and Ping Sun, Senior Vice President of Financial Engineering at Numerix discuss the true impact of LIBOR’s end on curve instruments.
This white paper gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
This paper introduces a different recovery forecasting methodology for LGD (loss given default) parameter and explores stochastic forecasting with details of how to calibrate the model.
This white paper explores how process improvement through new technology can lead to better integration and transparency, as well as deeper insights across departments.
This white paper assesses the scale of the collateral management challenge and considers how firms can best prepare for the future by building greater flexibility around collateral management systems and processes.
This white paper examines why hedge funds in the credit space frequently end up with a patchwork of infrastructure that is expensive to maintain and difficult to scale; and how funds can overcome these issues with a more holistic and modular approach.