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Monday, July 30
Kamakura Risk Manager Press release
by
Sean Sprackling
on Mon 30 Jul 2007 13:00 BST
The Kamakura Corporation announced today that a powerful multi-threaded
version of Kamakura Risk Manager has been released to clients for
simulation of asset and liability management, market risk, credit
portfolio management, Basel II, and capital allocation.
Saturday, July 28
Traders, Guns & Money - Satyajit Das
by
Sean Sprackling
on Sat 28 Jul 2007 12:47 BST
I have to say that I was prepared to dislike this book before I even started flipping pages. It was recommended to me by some of my consulting colleagues who are less than familiar with the world of derivatives on the basis that it had few diagrams in it "and ... more »
ICE to establish London Clearing House
by
Sean Sprackling
on Sat 28 Jul 2007 11:55 BST
LCH.Clearnet suffered a severe blow when ICE futures, the London arm of the Atlanta-based
exchange and one their main customers, announced that it would be launching its won rival service. ICE Futures has been using LCH.Clearnet for clearing and risk management
since October 2003 but has now filed with ... more »
Tuesday, July 24
PolarLake launches OTC Trade Lifecycle Solution
by
Sean Sprackling
on Tue 24 Jul 2007 11:14 BST
PolarLake delivers fully packaged FpML Integration, Reconciliation, Matching and BPM Solution for OTC DerivativesToday PolarLake® launched a fully packaged over-the-counter derivatives trade lifecycle solution. The solution is ideal for sell-side, buy-side, custodians and fund administrators. Features of the solution are: Friday, July 20
Sub Prime and the Credit Derivatives Market part Deux
by
Sean Sprackling
on Fri 20 Jul 2007 16:36 BST
As an addendum to yesterday's post i read a fascinating article in today's FT by Michael Gordon (the CIO of Fidelity International and therefore someone who understands the markets a lot better than I do). He was also exploring the theory that the sub prime wobbles could be about to ... more »
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