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.
Thinking Derivatively – March 2023 Newsletter
Thinking Derivatively – January 2023 Newsletter
White paper | Using Emerging Technologies to Improve the Risk Management Function
Thinking Derivatively – December 2022 Newsletter
Machine Learning for Market Data Anomaly Detection & Gap Filling
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations
Thinking Derivatively – November 2022 Newsletter
NxCore Cloud in Action: Examples of Capital Market Apps & How They Were Built
Portfolio Management Using Advanced Market & Credit Simulations
White paper | Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions...
Thinking Derivatively – October 2022 Newsletter
QuantMinds International 2022