The risk matrix will allow users to analyse the impact of spot movements on various different parameters in their options portfolio. This includes the profit & loss of positions and the effect of spot price movements on both the theoretical and market Greeks, such as delta, gamma, vega and other higher order Greeks. At the same time, the risk matrix enables analysis of different market scenarios, as well as stress testing for risk managers. Overall, the new tool improves the understanding and hedging of the risk of a users’ option portfolio. Its use can be applied to single or multiple portfolios.
The annual BNP Paribas Cash Management University kicked off on Thursday morning with treasury professionals congregating in Paris from across Europe.
APIs may be a solution to MT940 challenges, says Karen Fagan, treasury operation manager, for British television company, ITV.
Kicking off the first day of the Singapore Fintech Festival, issues with cryptocurrencies were addressed by MIT media labs director, Joi Ito, and panels of technology leaders discussed how they’re using data analytics.
Sibos 2017 day two highlights: Brexit and banking, and why ‘data is the new oil’ in financial services
How nation first politics can impact global financial organisations It’s clear that data and regulation are the two key topics that are ... read more