Algorithmics decision to offer data from Axioma’s multi-factor equity models as part of its hosted Algo Risk Service will give equity traders access to familiar yet proprietary reports from Axioma’s models, but also consistency between the front and middle offices to ensure a middle office view of risk that is consistent with activity in the front office.

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VTB Capital, the investment banking business of Moscow based VTB Group, has implemented Quantifi’s OTC analytics, pricing and portfolio valuation solution to support its recently established credit derivatives and hybrids trading desks, and to reduce risk. The MS Excel-based Quantifi XL helps VTB improve its risk processes, by providing pre-trade pricing and tools to structure new OTC credit products, calculate necessary hedges and analyse products to deliver a detailed risk profile.

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By Keith Wood, Head of Strategy & Global Solutions, Sybase

Big, global exchanges want to merge. Regulators are trying to keep them apart. And no one knows what will happen with new legislation, such as Dodd-Frank, Basel III and Solvency II.

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By Dario Cintioli, product director, StatPro Group

For several years, asset managers have been able to use technology to analyse the various financial risks they face. They break down their Value at Risk (VaR) by analysing the various risk sources.

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Risk analytics specialist Axioma has released the Axioma Risk Model Machine, enabling clients for the first time to build their own customised risk models using Axioma’s sophisticated data management capabilities.

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Risk analytics specialist FINCAD’s alliance with Sapient Global Markets, signed last month, gives the Vancouver-based firm a significant channel to market for its FINCAD Analytics library of risk models and its new F3 risk management platform. The addition of the FINCAD capabilities, meanwhile, boosts the offerings of Sapient, which has strengths in building risk and valuations solutions for large clients.

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