Exposure data from four banks, all of which are clients of Tradition, was used in Standard Initial Margin Model (Simm) optimization tests for NDFs, which resulted in the processing of 132 sides of trades completed within 8:09 minutes, a Simm reduction of between 32 and 43 percent.
“The whole world is about the balance sheet and the efficiency in the balance sheet these days. This sort of process, and any sort of compression process, takes the pressure off the balance sheet and makes the balan
Waters Wavelength Podcast Episode 75: An Update on the Julia Programming Language; AI & Alternative Data; Digital Currencies
Julia Computing's Viral Shah talks about the programming language he helped create and what's ahead for it. Then James and Anthony talk about the pairing of AI & alternative data, digital currencies, and Game of Thrones.Subscribe to Weekly Wrap emails