Whitepapers

bobsguide Equities Trading Systems Buyer's Guide 2011

1st February 2011

Company: bobsguide
The guide is the first publication of its kind to be produced by bobsguide and provides all the information needed to help technology decision makers choose the most relevant software solution for the analysis, trading and execution of their equity securities. bobsguide’s publication includes feature length articles on current trends, new... read more

Emerging from the financial crisis: A new era for CCP risk management

22nd June 2010

Company: Razor Risk
As the global financial and regulatory community seeks to implement solutions to prevent future market dislocations, a unique window of opportunity has opened for CCPs. This paper provides some insights aimed at assisting CCPs to gain competitive advantage amidst this new era of risk management. It also outlines some key characteristics of an... read more

Razor White Paper: Achieving Accurate Value at Risk (VaR) Calculations

22nd April 2010

Company: Razor Risk
This paper examines the reasons behind the perceived failure of risk management up to and during the economic downturn. It outlines how VaR can be a highly accurate measure if it can measure and factor in dynamic changes in the underlying portfolio holdings, ensuring that ‘non-normal’ events and cyclical macro-economic issues are taken into... read more

Razor White Paper: Liquidity Risk Management

19th October 2009

Company: Razor Risk
This white paper explains the level of detail, frequency and stress testing requirements of the new FSA liquidity risk regulations. It suggests that the short implementation timetable for the regulations argues against in-house development, and provides an overview of Razor’s capabilities for meeting the new reporting regime and achieving best... read more