BOSTON--State Street Corp.'s global custody division will unveil a risk management tool for its securities lending operations. Called the SL PerformanceAnalyzer, the system performs value at risk calculations for the cash pension plans and other institutional investors receive as collateral and then reinvest. State Street plans to unveil the product at press briefings in New York and London the week of March 2.
The first version of the system uses a variance/co-variance method to calculate va
While at Sibos Toronto, James shares some interviews covering topics on blockchain, fintechs and cybersecurity.Subscribe to Weekly Wrap emails