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Risk Management, Performance & Reporting

Optimize: The How and Who

Collateral optimization is a reality for a few institutions, an attainable goal for a few others, and a pipe dream for the rest. In the second part of his feature on optimization, Jake Thomases checks in on who is optimizing and who isn’t, and on what an…

FTN Financial Implements HelixRepo, HelixMBS

Part of First Tennessee National Bank based in Memphis, FTN Financial Capital Markets will use HelixRepo and HelixMBS to track fixed-income financing and automate allocation of its mortgage-backed securities (MBSs) pools, respectively.

Capco Introduces 'Living Wills' Platform

Known officially as resolution plans, living wills for financial institutions are mandated by Dodd-Frank to provide rapid and orderly deconstruction of institutions in event of distress or bankruptcy.

Evaluating the Quality Chain

Is data management carrying out all the imperatives set by regulations intended to address risk issues? Michael Shashoua assesses the chain of cause and effect linking new rules with data quality and operational issues

Optimize: The Whens and the Whys

Collateral optimization systems are coming into vogue as a means of handling some of the obligations of Dodd–Frank and EMIR. In part one of a two-part feature, Jake Thomases examines exactly what about the current market is prompting the adoption, and…

Art and Science: Credit Valuation Challenge II

Although the technical requirements for calculating credit valuation adjustment can be significant, other factors also need to be considered in order for an efficient counterparty risk management operation to be established. The second part of this…

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