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Exploring FRTB's Fragmented Implementation Across Jurisdictions
The fragmented implementation of the Fundamental Review of the Trading Book (FRTB) across various jurisdictions poses major challenges for global financial institutions. Dissimilar go-live timelines and rules are leading to inconsistencies in capital requirements and regulatory burdens. Learn about FRTB complexities in our blog.
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Is Python the New Excel?
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
September 18, 2018
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New Blog Digest: Overcoming Challenges with Modeling Complex Instruments
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
September 6, 2018
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What is the ‘Holy Grail’ of Valuation and Risk Technology?
“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
August 28, 2018
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FINCAD’s Women in Finance Scholarship 2018
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
August 22, 2018
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Building an Effective MBS Analytics Framework for Valuation and Risk
Building an Effective MBS Analytics Framework for Valuation and Risk
Seeking new avenues for yield and portfolio diversification is driving buy-side firms to explore more complex instruments such as mortgage-backed securities (MBS). While once considered a risky investment type in the immediate aftermath of the financial crisis, today MBS are considered a safe and very promising investment for firms looking to maximize their returns. In a past blog post, The Secret
August 7, 2018
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