Monthly Archives: June 2011
Challenge #2: Integrating Counterparty Credit Risk Management, Liquidity Risk Management, and Other Risk Apps into a Single Risk Management System
In the previous post, we explained the risk intelligence concept, and some of the general challenges that arise when implementing a risk management system. This post lists some of the important conclusions made by the 2006-2009 Chartis Research surveys (read the … Continue reading
Challenge #1: Implementing a Risk-Intelligent BI Solution
This series of blog posts discusses the importance of the risk intelligence concept, as raised by Chartis Research surveys (read the full Chartis Research white paper). In this post, we explain the concept of risk intelligence, and some of the … Continue reading
Quartet’s Value at Risk Software Demo – Understanding the Measures Used
In the previous post, we described the VaR demo and its cube structure. This post describes the different measures used in the demo and how to use the reference data files.
VarQuartet’s Value at Risk Software Demo Explained
This series of blog posts explains about Quartet FS’s value at risk software and how to get the most out of our online VaR demo. In this post, we explain different types of value at risk analysis and the cube structure in … Continue reading
Counterparty Credit Risk Management CVA Demo – Marginal Exposure and Delta CVA
In the previous post, we described the netting concept in CVA. This post describes the marginal exposure and delta CVA concepts in our CVA demo, and show related benchmarks.
Counterparty Credit Risk Management CVA Demo – Netting Concept
In the previous post, we described the Exposure and Potential Future Exposure (PFE) measures in CVA. This post describes the general netting concept in our CVA demo, and the CVA of a specific netting node.
Counterparty Credit Risk Management CVA Demo – Trade Exposure
In the previous post, we described the counterparty credit risk management and CVA concepts and discussed the OLAP cube. This post describes trade exposure in our CVA demo, using the Exposure and Potential Future Exposure (PFE) measures.
Counterparty Credit Risk Management CVA Demo – Overview
This series of blog posts explains about Quartet FS’s counterparty credit risk management CVA solution and how to get the most out of our online CVA demo. In this post, we explain the counterparty credit risk management and CVA concepts, … Continue reading
Quartet FS’ Head of R&D speaking at IT conference in Paris on 28June 2011
Antoine Chambille, Head of Research & Development for Quartet FS, will be speaking at one of Paris’ leading IT conferences, the Information Systems University or USI on June 28th 2011 on the topic of ‘Real-time decisions: when OLAP meets CEP’. Held … Continue reading
