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Regulation, risk and reaching nirvana – Harnessing your data assets in the wake of the crisis
Dark Pools of Liquidity – The Risks
Location of Market Risk Personnel
Credit Meltdown Recovery? Harnessing Stress Testing for Effective Risk Control
Determining Best Execution: What Roles Does Transaction Cost Analysis Play?
Establishing Control: Buy-side data management challenges
Navigating the Minefield: An assessment of current credit monitoring and control practices
Risk Management in 2009 – Where do we go from here?
Value at Risk (VaR) is generally considered to be an essential component to assessing market risk of trading positions over a short horizon. However, this is under normal trading conditions. Due to the volatile nature over the past few months, are opinions of VaR still as rosy? Perhaps the cracks are beginning to show as demand for intraday analysis increases and VaR has yet to fully deliver on its potential for intraday VaR capabilities.
Given the liquidity issues and loss of confidence/trust there has been a mass exodus by market participants. Unsurprisingly so, given that investors have been burnt by what were deemed to be the safest of investments, i.e. the notorious 'AAA'. Ever since, securitisation has been heavily discussed, scrutinised and generally perceived as 'evil' by some.
As we all know, low latency involves reducing the amount of lag on components within internal networks and market data feeds. This reduction is not achieved by slicing seconds off network latency but by eliminating milliseconds, microseconds and nanoseconds.
FX markets around the world have withstood the events of the past eighteen months surprisingly well. Prior to the fall of Lehman Brothers in September 2008, the total daily volume of FX trades had been steadily growing.
Exotic derivatives IT is seen to be a hugely complex area of investment banking. However, it is not only useful for hedging activities but is also hugely profitable. It would therefore come as no great surprise to learn that in the current economic climate more time and investment is looking to be spent in this sector.
Our latest Executive Summary, sponsored by Asset Control the white paper "Establishing Control: Buy-Side Data Management Challenges" highlights several key trends and data management obstacles current in today's market.