IHS Markit soft launches more Risk Bureau capabilities ahead of Libor transition

The newly-acquired data giant targets the sell side with a suite of new risk-based applications meant to help banks with the transition from Libor, which is expected for the end of this year.

Taking a risk with dice

IHS Markit is building out its Risk Bureau offering into a suite of applications aimed at helping the sell side manage processes such as forecasting, XVA calculations, and derivatives risk, ahead of the transition from the Libor benchmark at the end of 2021. 

Last spring, the data giant released its first Risk Bureau offering, a derivatives risk modeling service, aimed at helping buy-side firms calculate and model such risk using alternative data, machine learning, and cloud computing. The tool

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Waterstechnology? View our subscription options

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here