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Historically when firms built their risk systems, they would build them as large monolithic three-tiered applications that covered the full gamut of the organization’s needs. These systems would work well for a few years. But over time the requirements would change due to: New regulations Changing business needs Evolving software engineering best practices The introduction of new operating systems

Money managers today face a tall order of needing to meet compliance expectations, all while retaining a competitive edge. In many cases they struggle, as their infrastructure does not enable them to properly manage the risk and reporting requirements of regulations such as Basel III, Solvency II, EMIR and others. So what’s the solution? More top-performing firms are choosing to do away with

The current investment climate is nothing short of extremely challenging. Negative rates are becoming more widespread, and even positive rates are just barely positive. What all this complexity means is that investment managers are being forced to look to new and emerging markets, and more sophisticated strategies to find returns. However, the reality is that many firms’ existing systems were

A few weeks ago I wrote a blog post exploring a couple of the common challenges that our clients faced before working with us. These include relying on error-prone spreadsheets for valuation and risk calculations, and the inconsistency and high costs associated with using multiple valuation systems. Today, I’d like to cover two more key challenges that we are helping our clients overcome

To meet requirements outlined in the European Banking Authority’s (EBA) Regulatory Technical Standards, financial institutions throughout Europe are working tirelessly to implement well-defined prudent valuation frameworks. To explore this trend, Marcus Evans will be holding their 5th Edition Fair and Prudent Valuation for Derivatives conference, November 20-22 in London. Specifically, the event