THIS WEEK IN IMT
THIS WEEK IN IMT
1 year ago
State Street Corp. unveiled the SL Performance Analyzer as a risk-management tool for its securities lending business. The system tracked the value-at-risk for both the pools of cash used as collateral by borrowers of securities, and it also performed VAR calculations for the pools of re-invested securities. The system relied upon the variance/co-variance method of risk management because of its wide acceptance among plan sponsors (February 27, 1998).
5 years ago
Baring America Asset