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Wednesday, June 25
NumeriX and RiskVal partner to extend credit derivatives offerings
by
Sean Sprackling
on Wed 25 Jun 2008 10:48 BST
24 June 2008 - Press Release
NumeriX,
the independent leader of analytics for structured products and
derivatives, and RiskVal, a leading provider of fully integrated credit
and fixed-income trading and risk management systems, have announced a
strategic partnership whereby RiskVal has integrated NumeriX enhanced
market standard analytics to enhance the breadth of its trading and
risk management solutions, providing users the ability to manage
derivative products across all asset classes.
RiskVal will
offer NumeriX’s suite of industry standard models, which have been
enhanced to ensure greater speed and pricing accuracy. NumeriX
analytics suite covers fixed income, credit, foreign exchange, hybrids,
cross currency, inflation rate and equity derivatives.
In
addition to NumeriX’s full suite of cross analytic solutions,
fixed-income and credit users will also have access to NumeriX’s
revolutionary dynamic credit model, a two-dimensional Markovian model
introduced last year, which is the most sophisticated tool for the
valuation of complex CDOs. ... more »
SimCorp Launches XpressInstruments
by
Sean Sprackling
on Wed 25 Jun 2008 10:46 BST
25 June 2008 - Press Release
SimCorp
has incorporated a new module, XpressInstruments, into its market
leading investment management system, SimCorp Dimension, bringing major
new benefits to users of the system. Significantly reducing operational
risk, XpressInstruments dramatically cuts the time taken to introduce
structured products and exotic instruments to the system and then
supports them throughout its seamless environment, to include middle
and back office processes.
XpressInstruments addresses
well-recognised operational risks that currently exist with the growing
use of these forms of derivatives. Due to the non-standardised
structures of these products, which often have a relatively short life
span, they typically have been managed on external spreadsheets or on a
home-grown/in-house developed system. These lack transparency and
require a considerable amount of manual input to manage lifecycle
events and to view exposure within a broader portfolio.
With
XpressInstruments, specialised products can be added to SimCorp
Dimension in just a few ... more »
CMA Enhances Credit Valuation & Risk Management for Raiffeisen Capital Management
by
Sean Sprackling
on Wed 25 Jun 2008 08:32 BST
Austria's Largest Asset Manager chooses CMA for Credit Valuation and Risk Management
London, 24 June 2008:
CMA, the credit information specialist, today announced that Raiffeisen Capital Management (RCM), Austria's largest asset manager with €45 billion in assets under management, has selected CMA DataVision to enhance its portfolio valuation and risk management processes.
"We looked at a number of data providers but were impressed at the levels of service and support we received from CMA during the trial. DataVision proved to be the most flexible and cost effective solution, particularly as we agreed on a group license,"
said Robert Morocutti, Team Leader, Middle Office. "RCM has been actively investing in the CDS market for a year and a half and our middle office and risk teams required a consistent and reliable source of pricing data. DataVision will enhance our ability to calculate theoretical prices on CDS and indices and determine value ... more »
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