Author Archives: Quartet
If you’re looking into OLAP technology, you’ve probably come across a large number of acronyms describing different flavors or types of OLAP. We’ve put together this post to help you make sense of the mess with brief definitions of each … Continue reading
As traditional OLAP systems are usually designed to analyze large databases of historic data, they lack the ability to process the most current events as they are introduced into the system. Streaming OLAP provides the ability to continuously monitor new … Continue reading
Real time OLAP, or RTOLAP, is the capability to quickly retrieve, aggregate, analyze and present multi-dimensional data for cubes whenever there are changes to the data in the relational data source, without having to run heavy batch processing on the … Continue reading
Classic OLAP and OLTP systems are considered to be opposites – OLTP systems process simple, ongoing data such as sales, job orders, stock fluctuations, etc., and need to deal with it in real-time; OLTP is about processing masses of data … Continue reading
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
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
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.
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
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.
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.