Market risk research
26 research papers
Fixed-Income Technology Solutions, 2019: Market and Vendor Landscape
The landscape for fixed-income solutions is a complex one, shaped by a variety of economic, geographic and cultural factors. This complexity is creating wide differences across different segments of the market - notably bonds, securities and loans - in three main areas: the quality of reference…
Vendor Spotlight: Numerix: Front Office Risk Management Technology, 2019
This Vendor Spotlight is based on the Chartis quadrant report Front Office Risk Management Technology, 2019: Market Update and Vendor Landscape (published in July 2019). This section summarizes the key theses in that report; subsequent sections take a detailed look at Numerix’s quadrant positioning…
Front Office Risk Management Technology, 2019: Market Update and Vendor Landscape
While the market dynamics that we identified in our 2018 FORM report persist, over the past year several developments have been shaping the landscape.
Sell-Side Enterprise Risk Management Technology, 2019: Market Update and Vendor Landscape
After summarizing key market trends, we analyze two areas where there has been considerable activity: margin valuation adjustment (MVA) and initial margin (IM) requirements
FRTB: Is time still on your side?
In March 2018, based on its observations of banks’ efforts to implement FRTB, the BCBS decided to postpone the deadline for implementation to 2022, acknowledging ‘ongoing challenges related to implementation of the standard’. With more time before implementation, banks now have an opportunity to re…
Global Risk IT Expenditure in Financial Services 2018
This report updates our previous risk IT expenditure analysis, Global Risk IT Expenditure in Financial Services; 2017 Update. Further updates are planned for 2019 and 2020. It analyzes how and where financial institutions (FIs) are investing in risk technology, and the wider trends influencing…
Vendor Analysis: Bloomberg: Front Office Risk Management Technology
This Vendor Analysis is based on the Chartis quadrant report Front Office Risk Management Technology 2018 (published in June 2018). This section summarizes the key theses in that report; subsequent sections take a detailed look at Bloomberg’s quadrant positioning and scoring, and Chartis’…
Vendor Spotlight: Numerix Front Office Risk Management Technology 2018
This Vendor Spotlight is based on the Chartis quadrant report Front Office Risk Management Technology 2018 (published in June 2018). This section summarizes the key theses in that report; subsequent sections take a detailed look at Numerix’s quadrant positioning and scoring, and Chartis’ underlying…
Spotlight on the Derivatives Market Structure
Derivatives have a unique relationship to risk. The derivatives market, at its heart, facilitates the transfer to different parties of the risks and rewards associated with commercial or financial outcomes[1]. As financial instruments, however, derivatives can be complex and abstract – qualities…
Front Office Risk Management Technology 2018
A complex tangle of embedded components Over the past three decades, Front Office Risk Management (FORM) has developed in a piecemeal way. As a result of historical business drivers and the varying needs of teams focused on different products within banks, FORM systems were created for individual…