Deutsche Pfandbriefbank is to use valuations and pricing software vendor Numerix’s CVA tool to perform credit valuation adjustments to support its regulatory compliance requirements. The bank, which specializes in real estate and public investment finance, already uses Numerix to price derivatives portfolios, and will now use the same architecture to perform near-real-time credit risk valuations.
Anthony and James look at developments pertaining to the Consolidated Audit Trail and wonder if big-tech companies could challenge traditional asset managers.Subscribe to Weekly Wrap emails
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