A-Team Insight Author: A-Team
Pricing Partners Speeds up General Callable Range Accrual Computation Leveraging Closed Form Solutions
Pricing Partners announced today to have implemented specific closed form solution for general callable range accrual products speeding up the computation by a factor of 100. End users are interested in computing their derivatives books at a portfolio level. Traditionally, the callable range accrual on CMS Spreads takes long time to price when using a...
Moody’s Analytics Introduces Sovereign Correlations to RiskFrontier 3.0
Moody’s Analytics, a leader in enterprise risk management solutions, today announced the release of RiskFrontier 3.0, the latest version of its credit portfolio management and economic capital calculation solution. This release features a new sovereign risk correlation model that enables financial institutions to better quantify and manage the sovereign risk exposure in their portfolios. The...
Kinetic Partners Hire Kevin Huby
Kevin Huby has been appointed a Member at Kinetic Partners to focus on building the firm’s risk management and remediation services. This new appointment will complement and significantly strengthen Kinetic Partners’ highly regarded regulation and compliance service offering. Kevin joins Kinetic Partners from Ernst & Young, where he established and led a team focusing on...
S&P’s Pagliaro Elaborates on the Details of its Valuations and Risk Partnership with Sapient
Earlier this month, Sapient Global Markets and Standard and Poor’s Valuation and Risk Strategies (S&P VRS) signed a partnership agreement to provide their respective client bases with greater data and risk and pricing analysis capabilities for structured finance products. Reference Data Review speaks to David Pagliaro, senior director at Structured Finance Solutions for S&P VRS, about what...
Banks Being Pushed Towards a More Formalised Approach to Risk Management, Say Barclays’ Hayward and BNP Paribas’ Carette
The desire to restore trust and confidence in the market has become the driving force behind much of the investment that has gone into risk management systems, according to Bill Hayward, director of regulatory risk and group risk for Barclays Bank. Speaking at last week’s SAS user conference in Antwerp, Hayward joined Ivan Carette, director...
ANZ Global Markets to Use GBST’s Syn~
GBST, a global provider of technology services to the financial services industry, announces today that it has signed a long term agreement with ANZ for the deployment of GBST’s securities transaction platform, Syn~, for the ANZ Global Markets business. ANZ will use GBST’s Syn~ platform as a complete post trade middle and back office solution....
Linedata Appoints APAC MD
Sally Crane has joined Linedata in June 2011 as Managing Director, responsible for growing Linedata’s business in Asia. Key responsibilities include business development, delivery and strategy, as well as oversight for the Hong Kong office. Prior to that, Sally was Regional Director for FactSet Pacific in Hong Kong, after moving to Asia in 1997. During...
Otkritie Appoints Eleven for New International Team
Otkritie, one of the largest financial groups and leading providers of high frequency trading solutions in Russia, has hired a team of eleven to bolster its expanding fixed income and strategy department. The appointments coincide with the latest Thomson Reuters Extel results, which focus on excellence in investment banking and asset management as voted by...
Former EMC and Tieto Executive Willem Hendrickx Joins Miradore as Advisor
Miradore, an innovative provider of automated IT asset management services, today announced the appointment of Willem Hendrickx as Advisor. He will have a key role in challenging and supporting Miradore’s executive team through an aggressive phase of international growth. The recently introduced Miradore 3.0 provides IT management with a single dashboard view and remote access...
SunGard to Offer Same Day Securities Lending Data
SunGard is now offering same day securities lending data through SunGard’s Astec Analytics Lending Pit solution, helping customers improve price discovery, increase profitability and decrease risk. Broker-dealers and lending agents currently rely on data that is at least one to two days old, making it difficult to monitor the fast moving securities lending market or...