Research and Commentary
New or upcoming on the research agenda:
Research Roundup
Algorithmics whitepaper: front office driving credit value adjustment
The market volatility experi enced during the 2008 financial crisis has forced financial institutions to reassess their traditional approach to counterparty credit risk. A number of banks have moved beyond the control mindset of credit limits to…
Investit survey: managers identify priorities for 2010
Senior executives from the investment management industry feel sufficiently optimistic about the future that they are expanding into new geographical locations, according to a survey conducted at Investit's bi-annual industry conference.
Thomson Reuters and Lepus carry out data-management survey
Thomson Reuters and independent research firm Lepus have published a survey highlighting the responsibility fragmented IT systems played in the financial crisis and the role data will play as the market rebuilds.
Immediate risks, distant rewards
Research from Greenwich Associates and Omgeo published in February examines more pro-active hedge fund approaches to risk management aimed at dealing with counterparty risk and investor demand. Meanwhile, studies from Tabb Group and Celent Communications…
Alacra Eyes Macro Algorithmic Data
Online business information provider Alacra is developing a database of macroeconomic data and commentary covering currencies and commodities for use by traders as an input into automated trading strategies in the equity markets.
New or upcoming on the research agenda:
Research Roundup