Many of the most serious challenges facing banks boil down to this: how to get the information required to understand risks and opportunities in a format and time frame that enables effective decision making. Many financial institutions have no consistent view of aggregated risk across asset classes, no single view of market risk, no consolidated view of exposures by counterparty and no consolidated view of market and credit risk. At the same time, it takes too long to bring new products and businesses to market, to integrate them into the bank's risk and systems architecture and no single way to define complete trades. That's where a framework for real-time risk aggregation comes in.

 

If you experience any difficulties viewing or completing this form, please contact us for help.

solution webinar

Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

on-demand webinar

On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

on-demand webinar

On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate...

on-demand webinar

On-Demand Solution Webinar | FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building

conference

QuantMinds International 2023

conference

FinTech Festival 2023

industry conference

SRP Americas 2023

industry conference

Australia EQD 2023

industry conference

Canadian Annual Derivatives Conference 2023

conference

Risk Live Europe 2023

in the news - Apr 24, 2023

Numerix Wins Best Sell-Side Market Risk Product

conference

EQ Derivatives 2023