In this month's issue:
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MARCH & APRIL 2017 NEWSLETTER VOL V ISSUE 3
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FRTB Insights
BCBS 239 Progress Report: Is Risk Data Aggregation and Reporting a One-time Compliance Exercise or a Dynamic, Ongoing Process?
Numerix CMO James Jockle provides a brief look at the Basel Committee's Progress Report on the Implementation of Principles for Effective Risk Data Aggregation and Risk Reporting. Read Blog
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FRTB: The Technology Considerations and What You Need to Know
FRTB will manifestly change the way banks run their trading business; banking infrastructure must rise to new demands. With band-aided, legacy systems becoming costly to adapt and falling short, this paper helps banks to better understand the technology architecture needed to meet the new flexibility, agility, scalability and computational requirements. Download White Paper
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Risk.net FRTB Q&A: Seizing the Opportunity of Transformational Change
On a Q&A panel with market risk practitioners, Dr. Andrew McClelland of Numerix gives insight on the revolution in data, advances in technology, and trading structures and hedging strategies. Read News Article
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Trend Lines: Electronification of Exotics and Structured Products
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Electronification of Illiquid Markets: Can Structured Products and Exotics become a Flow Business?
In this on-demand webinar, featured speaker Robert Gray discussed the industry challenges and market forces continuing drive toward the electronification of the OTC derivatives markets, the latest products to make the move, and how technology advancements are putting the shift in reach of institutions big and small. Watch On-Demand
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The Electronification of Capital Markets — Not Just for Tier I Institutions
OTC Derivatives are the next in the long line of markets that have moved from manual trading to electronic trading. While tier 1 capital markets players may be ahead of the game on making this move, Rob Gray discusses the drivers for the evolution and why technology advancements have made it possible for banks of all sizes to realize the benefits. Read Blog
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Video Q&A: Automated RFQs in Structured Products Help Banks Get with the Flow
With a flood of regulations and new margin rules, the resurfacing of electronification couldn’t happen any sooner. Robert Gray, OTC Derivatives and Market Expert, breaks down the recent role electronification plays in exotics and structured products and gives his take on how electronification will continue to assist businesses. Watch Video
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Hedge Funds
Conference Presentation: Portfolio Performance Attribution: Why, When and How
Martin Toyer of Numerix presented at the March 2017 Buy-Side Risk Europe conference. Topics included theme based attribution, risk based attribution, dealing with change, stress testing and liquidity risk, and keeping up with the market. Download Presentation
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Numerix Acquires TFG Financial Systems
"Built on a real-time, distributed, fault tolerant, event-driven calculation framework with dynamic directed graph technology, TFG is a state-of-the-art software built for real-time systems." Steve O' Hanlon, CEO of Numerix. Numerix, has acquired TFG Financial Systems, the only real-time risk, P&L and position management system in the industry. Read Press Release
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Upcoming Events and Webinars
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