Risk Analytics

When it comes to implementing and updating complex risk management IT systems, financial institutions have been at the mercy of technology vendors. Peyman Mestchian of Chartis Research explains how open architecture risk and trading analytics platforms are handing power over to end-users.

Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today to join the APVIF (Association professionnelle des valorisateurs d’instruments financiers), French financial instruments valuation providers Association, as a founding member.

Partnership enables Orchestrade clients to manage risk and operations on a single platform using Numerix CrossAsset pricing models and risk analytics

• Innovative hosted solution that quickly on-boards firms to new swap market structures 

• Powerful analytics for the rates complex, including centrally cleared OTC derivatives and listed products 

• “On the fly” configurable dashboards for monitoring and taking action on fixed income portfolios 

FINCAD, the leading provider of financial analytics, has partnered with the FRM Study Course to provide candidates from around the world with access to its award-winning enterprise analytics platform, F3. The FRM Study Course is authored by Christian Cooper, a senior derivatives trader who launched the program three years ago.

One of the major challenges facing European insurers in the lead up to Solvency II is how to report their solvency capital numbers to regulators more frequently, in more detail and in a shorter time frame than ever before? Calculating solvency capital faster demands some form of portfolio compression technique in order to avoid historical approaches that are time consuming, expensive and computationally demanding.

Algorithmics, an IBM Company, announced today that Viteos, a global fund administrator and operational outsourcing service provider to the alternative investment community, has selected Algorithmics to provide an independent risk measurement and reporting function to its clients as part of its fund services. 

Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning solution, Price-it© Excel is now shipped with a generic solver to enable users to structure their trades easily and seamlessly.

Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that it has been mandated by KfW Bankengruppe (KfW), one of the largest government-owned banks in Germany based in Frankfurt, as its first German client. KfW will deploy Price-it Library, the OTC derivatives pricing analytics, and Price-it Online, the independent valuation services, to provide pricing and valuation on their trading products.