Clients can manage multi-currency interest rate risk on ICE with greater capital efficiency.
Greater regulatory clarity for post-trade risk reduction enables U.S. firms to better manage their portfolios.
They simulated the failure of a hypothetical common participant.
Clients can rethink risk processes with portfolio-level calculations embedded in AI-driven workflows.
Sell-side listed derivatives execution desks rely on spreadsheets/email to manage pre-trade risk limits.
The Multi-Asset Class Fundamental Risk Model supports the hedge fund's systematic investment strategies.
IRM 2 has been introduced for the first phase of energy clearing.
FSB Chair highlighted high debt levels and vulnerabilities in non-bank financial intermediation.
The VaR calculator will allow firms to determine potential margin obligations for any simulated portfolio.
