Technology
351 white papers and resources
Below you will find technological white papers covering aspects of bank and finance trading. Also, information from some of the leading participants in this field covering what an organisation may need to think about when considering investing in new technology systems and how this will impact upon their business as a whole. Within the context of Risk Library, technology has been defined under algorithmic trading, market data, post-trade, risk systems, technology systems & software and trading systems.
Building a Scalable, Auditable Valuation and Pricing Process - How automation can reduce risk and improve controls in month-end pricing and valuation
This white paper explores the dangers and hidden risks of performing critical calculations with customized spreadsheets. It further examines how organisations can increase automation to reduce risk, and improve controls in a strategic way.
Adapting to Change in the Electronic Fixed Income and OTC Markets: Have We Reached an Inflection Point?
At a recent event hosted by Numerix, capital markets participants gathered in New York to discuss how electronification has influenced and disrupted these multi-trillion-dollar markets. In this article, we report on the key takeaways and perspectives covered during the event.
Cat bonds & Artificial Neural Networks | An example of reinsurance products’ pricing using machine learning methods
This white paper presents a mathematic model allowing to predict the number and the cost of incoming catastrophes. It further explores models that help to price insurance risk transfer products, such as XL contracts or cat bonds.
Putting Data Analytics to Work in Energy Trading
This paper will look at trading across the energy spectrum, a few of the key prerequisites of a successful energy trading company today in the current high-stakes, time-sensitive environment and how one can best utilise data analytics to make sense of everything.
The Importance of Real-Time Forward Curves - Leveraging Technological Advances to Manage Risk
This white paper examines the importance of real-time forward curves. It further explores potential solutions that will aid traders, analysts and risk managers in addressing their needs for real-time and easy-to-use price curve tools.
The Business Case for Managing End User Computing
This white paper examines why end user computing (EUC) applications exist in modern businesses, exploring the issues of risk, reputation and cost overheads. It further considers the returns to be gained by implementing formal approaches to the management of EUC, including the use of…
Charting a Course for a Successful XVA Program
This white paper explores the XVA business process, considers the delicate balancing act of measuring, managing and optimizing XVA costs, and details a modern XVA methodology approach. It further outlines market perspectives and best practices for navigating through an XVA implementation…
Blockchain—Next Steps on a Journey
How will today’s market infrastructure and data processing providers react to ledgers—the very innovation that, some evangelists say, could ultimately subsume them? This white paper explores the latest developments.
Initial margin - Preparing for the buy side ‘big bang’
In this video, David White, head of sales at triResolve - part of the NEX Group – discusses the challenges of initial margin (IM) compliance for buy-side firms and how automation can help in the drive for more efficient collateral management processes.
The evolving relationship between finance and risk
Increased regulatory requirements that are expanding the necessity for chief financial officers to be proficient in regulations and advanced big data analytics have seen the relationship with chief risk officers develop to facilitate co-operation as never before. This white paper explores the…