James Church, vice president of product management and R&D for Fincad, tells Waters that this iteration of F3 includes more robust value-at-risk (VaR) calculation capabilities that include scalable calculation engines.
As a result, users can run their VaR measurements intraday and end-of-day, pre-trade and post-trade. Those calculations are built on shared, consistent data between the front and middle offices. And because of that synchronization between the front and middle offices, risk report
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails