ING is adding Quartet FS ActivePivot in-memory analytics to its collateral management and credit value adjustment (CVA) environments, just a year after implementing the software for market risk and P&L validation, and ahead of moving all instances of ActivePivot to a Linux platform.
Austrian savings bank Erste Group Bank is addressing operational and counterparty credit risk associated with OTC derivatives collateral management with Lombard Risk Management’s Colline solution.
Societe Generale Corporate & Investment Banking (SGCIB) plans to boost its risk management capabilities with a counterparty credit valuation adjustment (CVA) solution from Algorithmics. The bank’s CVA desk will use the solution to proactively price and manage counterparty credit risk (CCR) across all asset classes.
The Australian Securities Exchange Group (ASX) has extended its relationship with Razor Risk Technologies by adding cash market margining to its central counterparty (CCP) risk controls. The initiative improves the loading speed of data and risk margin calculations within the platform – a factor in ASX’s decision to use Razor’s margin element – and, ultimately, system performance.
A-Team Insight Events combine A-Team's expertise in financial markets IT with thought leadership from world-class technology innovators and practical experience from financial market practitioners. In 2011, a quality constituency will once again gather for these focused events in London and New York City.
TriOptima has added a third service to its post-trade risk management portfolio for OTC derivatives. Called triBalance, the web-based service uses the multilateral algorithmic optimising engine at the heart of existing services triResolve and triReduce and aims to reduce systemic risk by rebalancing counterparty credit exposure for cleared and uncleared OTC derivatives.
Loading ...
