Technology

The Monte Carlo mindset

There is a rich seam to be mined in the provision of tools to calculate counterparty credit risk. Clive Davidson looks at what's on offer so far, and what could be coming on to the market.

VAR: ready to explode?

The SEC plans to force US securities firms to tighten up their value-at-risk reporting. Its decision comes as VAR at the world’s leading financial services firms soared an average 25.8% last year. Who are the biggest risk-takers, and are risk managers…

Meff creates risk tool

Meff, the Spanish derivatives exchange, has developed a software tool that enables users to calculate risk that takes into consideration the worst scenario resulting from a customer or account’s open position plus the combination of live orders, reports…

Only a Drill

On a clear day in May, financial firms simulated a worst-case scenario for an industry trying to prepare for the next 9/11.

Emerging slowly to Basel

Financial institutions in emerging markets are overly optimistic that they will implement Basel II on time, according to a survey conducted by the World Bank. The results were announced at the World Bank advanced risk management workshop in Washington,…

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