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Complexity of valuation and risk management is increasing for both sell and buy side institutions, especially when cost of capital, counterparty credit risk and funding costs are included. To support best execution and risk reporting, firms need transparency into all aspects of a given price—including CVA, and preferably other valuation adjustments (xVA’s) as well. However, the reality is that

Over the last few decades, having good Excel skills has been of paramount importance within the financial industry, almost regardless of your role. What we are now observing is that this paradigm is shifting at a rapid pace with Python becoming the tool of choice for financial industry participants. I dare say that Python is becoming the new Excel. Python is of course a very different paradigm

Today, buy-side firms are becoming more creative about how to generate returns. In fact, many are exploring opportunities in new instruments and asset classes such as emerging markets and structured products. However, legacy portfolio and risk systems are often unable to handle these modeling challenges. This inflexibility in an obstacle to growth. So how are firms dealing with it? Our newly

“Institutional investors aren’t just in the investing business—they’re also in the risk business. Generating investment returns is increasingly less about picking the right security and more about managing the risk/reward profile of the portfolio over time.” – Greenwich Associates It was this premise that set up the findings of a recently released report, Developments in Buy-Side Risk Technology

AND THE WINNER IS.... I’m very excited to announce that we have selected a winner for our 2018 Women in Finance scholarship! Monica Carrasco of Bolivia will use the $10,000 award toward pursuing a master’s degree in Wealth Management at the Université de Genève. I have to say that deciding this year’s winner was not an easy task. The fact is we received many impressive applications from very