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FINCAD sponsored a Marcus Evans event in London last week entitled "Pricing Model Validation". Approximately forty European risk professionals attended, representing validation, pricing, audit and modeling units at various banks. The three-day conference included numerous panel discussions and case studies, on topics such as: "Understanding Derivative Model Risk," "Methodologies for Controlling

Discussions at the Solvency II event, about FINCAD solutions for insurers FINCAD recently co-sponsored a Marcus Evans event in London on "Managing Insurance Assets Under Solvency II." This event was attended by approximately sixty professionals from Europe's leading insurance companies and asset managers. Specific session topics included "A CRO View of Managing Risk in the New Insurance

According to a recent survey by Celent, 55% of asset managers surveyed believe that costs will increase from OTC market reforms that will force them to change the way they trade as well as how the asset is allocated. Research shows that the industrialization of market infrastructure that has taken place recently with SEFs and CCPs has encouraged and forced buy-side firms to be more operationally

With the next wave of EMIR regulations landing in mid-August of this year there are many fund managers & non-financial corporates on both sides of the Atlantic who are revamping their business processes and systems to be better prepared for the next overhaul. There have already been high impact changes in many key areas that firms are still trying to work through and understand, which include

On Wednesday 14th May FINCAD sponsored a Lepus Research panel discussion on the “Challenges with Margin & Collateral Requirements for Non-centrally Cleared Derivatives” at Grocer’s Hall in London. The panellists included Chris Dickens, Global Head of Regulatory Change, HSBC, Karen Newton, Managing Director, Global Head of Collateral Management and Client Valuations, Credit Suisse, Mikael Sorboen