Functional enhancements to Risk Vision include improvements to the system’s credit mitigation capability with unified use of netting agreements across all engines and limits, enhanced support for credit derivatives, and improved modelling of collateral portfolios and collateralisation agreements. Support for the new Basel II rating factor-based calculations is also included. Risk Vision has also undergone substantial development in the area of advanced interest rate pricing and portfolio analysis. All market risk or credit risk results from ad hoc runs or ‘what if’ analyses can now be accessed from the comprehensive new Portfolio Risk Viewer. Extended market risk statistics can be calculated by ‘trading desk’ accurate pricing routines, which now cater for a full spectrum of complex option types, either by optimised simulation, by full historic or Monte Carlo simulation techniques.
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