InFocus May 2024
Gross notional or gross error? A misleading metric in credit derivatives risk assessment
This paper aims to uncover the misleading and often counter-productive nature of using gross notionals or gross market value in a credit derivatives book. It also proposes alternative approaches that provide a more appropriate representation of the risk and exposure.
Survey: banking risk management trends
We surveyed CROs & Head of Risk Systems from a range of tier 2 banks about pressing challenges, technology trends, and future strategies in risk management. Find out which areas firms planning to save and spend on, top emerging risks, the effect of AI & more.
Analytics that match the market
If your analytics do not meet your requirements, you could be missing out on new opportunities. Take advantage of industrial scale, cross-asset analytics that can help you exploit data for better business intelligence and improved decision-making. In this video, Alexei Tchernitser, Director - Product Management & Rohan Douglas, CEO talk about what makes Quantifi's model library unique.
Rethinking risk: the role of XVA in commodity markets
Counterparty risk is the biggest risk faced by commodity firms, primarily due to the complexity in hedging it. In response to this challenge, many firms are now systematically pricing XVA on their portfolios. Firms without existing XVA systems will need to decide on an approach.