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News & Commentary
Content tagged with Risk Management posted in October 2008
Update: Credit Suisse Talks About Reasons for Investing in FTEN
News  |  10/31/2008  | 
Cites proxmity to exchanges, low latency trading technology and advanced risk tools required by multiple prime brokers.
Gold Book Honorees Are the Street's Future Stars
News  |  10/30/2008  | 
Long critical to the inner workings of Wall Street, quants have largely toiled behind the scenes. This year, the Advanced Trading Gold Book introduces a new class of quants — 18 exceptional individuals — who will shape the future with their wide bases of knowledge and experience.
Four Wall Street Giants Invest in FTEN’s Risk Technology to Expand Turnkey Solution to Hedge Funds in Europe and Asia
News  |  10/30/2008  | 
Merrill Lynch, Goldman Sachs, J.P. Morgan and Credit Suisse take stakes to support multi-prime trend and multi-asset offering to hedge funds.
Brokers Hash Out Details of CCA Consortiums to Allay Buy Side Concerns
News  |  10/29/2008  | 
Moving commission balances into a neutral entity is under consideration
Buy Side Reevaluates Counterparty Risk and Reliance on Sell-Side Trading Platforms
News  |  10/28/2008  | 
With bulge-bracket firms going under, buy-side institutions are scrutinizing their exposure to sell-side execution services and trading platforms.
Deconstructing "Too Big to Fail"
Commentary  |  10/28/2008  | 
With increased regulation an almost foregone conclusion, the financial services industry will have to work to regain trust and credibility.
Greenspan 'Shocked' by Breakdown (video)
News  |  10/24/2008  | 
Former Fed Chairman Alan Greenspan said he was "shocked" by the breakdown in the credit system and told Congress the crisis was once in a century.
Riskdata Collaborates with Hedge Fund Research
News  |  10/23/2008  | 
To improve hedge fund transparency and achieve selectivity in investment decisions, Riskdata publishes VAR For HFR Indices.
The Dawn of a New Investment Banking Model
Commentary  |  10/23/2008  | 
Rising from the ashes of the bulge-bracket investment banking model, a new breed of partner-driven merchant-investment bank is on the horizon, predicts Larry Tabb, special contributing editor.
Is This Crisis Different? Not Really
News  |  10/23/2008  | 
Despite popular sentiment that the financial meltdown of 2007-08 is unique in history, we can glean lessons from earlier crises to make a better, more stable financial system, says John Chen, CEO of Sybase.
Merlin Securities upgrades reporting platform to include MSCI Barra’s risk model data
News  |  10/22/2008  | 
Available data will now include measures of VAR as well as stock-specific risk and overall risk.
Wall Street Firms Using CEP to Measure and Manage Risk
News  |  10/22/2008  | 
New complex event processing applications promise to help firms get a better handle on their risk exposure, but can CEP erase Wall Street's risk management woes?
New Web Site Consolidates Real-Time Market Data Peaks Across U.S. Equities and Options Venues
News  |  10/22/2008  | 
Market data pros turn to a new Web site to track surging message rates in real time amid the turmoil.
CCAs May Get a Face Lift As Counterparty Risk Looms Large
News  |  10/21/2008  | 
Growing counterparty risk drives the buy side to rethink client commission agreements.
Memento and IBM Join Forces to Help Financial Institutions Fight Fraud
News  |  10/20/2008  | 
Next-generation solutions will help prevent cross-channel fraud linked to stolen and synthetic identities.
Caixa Chooses Sungard for STP
News  |  10/20/2008  | 
Caixa d'Estalvis del Peneds selects SunGard's Adaptiv for risk management and straight-through processing.
SEC Chooses Scalent to Enable Multi-Use of Disaster Recovery Assets
News  |  10/20/2008  | 
Scalent Systems' Scalent V/OE will enable SEC to transition servers and associated network & storage connectivity between virtualized test use and "Bare-Metal" production use in real-time, improving utilization.
Riskdata starts daily publication of VaR indicators
News  |  10/16/2008  | 
With market volatility at an all time high, Riskdata is now offering daily publication of VaR indicators, as well as Shock VaR, to indicate possible over or under-estimate of risk during the market crises.
HSBC Group COO Discusses Risk Management During the Financial Crisis (video)
News  |  10/16/2008  | 
On the day that Lehman Brothers failed I spoke briefly with David Hodgkinson, group chief operating officer, at HSBC. Hodgkinson discusses how global banks need to work together to uncover potential risks and the role technology will play in uncovering new financial and market risks in the future. We were at the SIBOS 2008 conference in Vienna.

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