Technology

Algorithmics and Citigroup in credit risk partnership

Algorithmics, a Toronto-based specialist in enterprise risk management, has entered into a strategic alliance with global banking giant Citigroup to deliver a global suite of credit risk models. The models will provide credit risk and default analytics…

BarCap extends Barx to variance swaps

Barclays Capital has extended Barx, its electronic single-dealer trading platform, to cover variance swaps. The service will enable Barclays’ customers to trade variance swaps on a variety of equity indexes through their Bloomberg terminals.

Who's buying?

Operational risk derivatives are being reconsidered as a solution to banks' distrust of op risk insurance policies, but the market for these is yet to develop. By Duncan Wood

Package deals

Banks have been choosing off-the-shelf fully integrated systems for energy trading and risk management. But some feel the available software still falls short

The advantage of ASPs

Web-based energy-trading solutions offer certain advantages over server-based systems, says Thurstan Bannister. In a later issue, we will publish an article setting out the benefits of server-based software

Nuclear fusion R&D

In 50 years, nuclear fusion may be a major source of energy, but until then extensive research and development is needed. To justify the current and future R&D expenditure, a cost-benefit analysis designed specially for this sector is required. David…

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