Trading systems
What lies beneath?
CDO pricing
Fighting for custom
FX platforms
An upward spiral
Credit derivatives
Job moves
People
Technology briefs
Systems
Software survey 2003
Credit technology hogged the spotlight in 2002, as the spectacular collapse of a host of corporate giants combined with movement on the Basel II Accord focused everyone's attention on this class of exposures.
SunGard snaps up Caminus for $160 million
Pennsylvania-based integrated IT service provider SunGard is to buy US energy software company Caminus for about $160 million in an all-cash deal. Upon completion – expected within two months – Caminus will become an operating unit of SunGard Trading and…
Sponsor's article > The role of correlation
David Rowe surveys recent research on the role of correlation between probability of default and recovery rates, as well as among default probabilities.
KWI head dismisses Caminus/SunGard threat
David Bucknall, chief executive of KWI, the London-based energy risk management technology firm, today told RiskNews that SunGard’s purchase of Caminus, KWI’s New York-based competitor, amounts to “a marriage of two dinosaurs”. Earlier today Pennsylvania…
Killing two birds with one stone
Counterparty risk
What lies beneath?
Credit derivatives
Technology briefs
Systems
Software survey 2003
Survey
FXall adds liquidity providers
FXall will announce the addition of four new liquidity providers to its platform today, the multi-bank trading portal told RiskNews ’ sister publication FX Week .
Tied up in red tape
Spain focus
Measurement and attribution
Performance systems
The race for a suitable index
Forex benchmarking
Sponsor's article > Redefining risk methodology horizons
Research has suggested that banks may need to address issues not clarified by Basel II and take a long, hard look at whether accepted approaches to evaluating credit risk are adequate. As part of its strategic forum series, SunGard's Panorama business…
Multi-bank FX platforms double market share in last six months
Online multi-bank foreign exchange trading platforms have doubled their market share in the last six months, according to Justyn Trenner, chief executive officer of London-based research and analysis company ClientKnowledge.