Value-at-risk (VAR)
Man Group’s head of risk engineering doesn’t trust ChatGPT for managing risk
Risk managers have a duty to know how AI is being used within their firms. At a recent event, execs from Man Group and others discussed the benefits and pitfalls of AI in risk management.
AFTAs 2017: Most Innovative Third-Party Technology Vendor—Risk, Compliance and Reporting—Imagine Software
The hallmark of a truly innovative technology vendor is its ability to rapidly respond to changes in the market and address its clients’ demands by developing and delivering a new solution that provides exactly what is required of it. New York-based…
Fincad Boosts Risk Backbone with Latest F3 Release
Version 7.0 of Fincad F3 aims to help buy-side firms better manage their risk processes as they expand into new asset classes and geographies
Study: Enterprise Risk Analysis Takes on Greater Importance Amongst Institutional Investors
Regulations, cost control and changes in investment techniques are requiring new data management solutions and processes.
UPDATE: StatPro Fills Out Revolution Risk Analysis; Eyes Performance, Benchmark Analysis in '16
Version 64 of Revolution includes new risk analytics.
StatPro Preps Enhanced Data Extraction, Visualization to Support Risk Analytics
The tools will help users make the most of new risk analytics in Revolution.
Fincad Updates F3 Valuation, Analytics Platform
Canadian over-the-counter derivatives pricing and risk management software vendor Fincad will roll out a new version of its F3 enterprise valuation and risk analytics platform in the coming weeks, with increased support for foreign exchange derivatives,…
Kaminski: Risk Management Investment Must Go Beyond IT
While Wall Street firms have recently thrown money into their risk management systems, that is likely a short-term trend, says Vincent Kaminski. This makes it all the more necessary for asset managers to invest in analysts and give them the ear of the…
April 2013: The Naming of Parts
Are initiatives like the investment book of record, and post-VaR risk models really new? Or, Victor asks, have the old parts simply been given new names?
Anthony Malakian: More Than Just Window Dressing
Investors are asking more pointed questions of traders and portfolio managers when it comes to risk management. Anthony hopes this will help make for a safer market.
Credit Valuation Challenge
Following the financial crisis and the subsequent influx of new regulation into the capital markets, credit valuation adjustment has seen a significant uptick in interest among financial services firms. For large-scale banks and other entities with…
Feature: Performance and Risk Management: Risk and Reward
The financial crisis exposed shortcomings in performance and risk management practices with many firms taking on excessive risk with scant regard for long-term performance. Sitanta Ni Mathghamhna reports.
Pricing Partners launches Price-it VaR module
Pricing Partners, the Paris-based independent revaluation specialist and provider of mathematical models and analytics for derivatives and structured products, has released a module providing VaR and stress-test calculations. Named Price-it VaR, it is…