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Pre-Trade Pricing & Risk Management -
 
Overcoming Technology Challenges to Pre-Trade Analytics

As the capital markets continue to adapt to new regulations and their related implications, financial institutions are increasingly facing the need to shift from after-the-fact reporting to predictive analytics. Pre-trade checking has become a risk management necessity, as institutions strive to reduce capital charges and maintain profitability on each deal – while still staying competitive in the marketplace.
 
But dealing with large volumes of complex data and getting the instant insights needed to make informed and immediate trading and risk decisions is no easy task. Many institutions struggle to combine Big Data technologies with high compute analytics to get the analyses they need in the split second they need it.

On Wednesday, October 9, 2013 featured speakers Allen Whipple of Quartet FS and Denny Yu of Numerix discussed how the need for faster and better pre-trade analytics has evolved and how institutions are dealing with the technology challenges – and uncovering opportunities in the process.

Mr. Whipple and Mr. Yu reviewed the following topics:
  • Regulatory drivers for faster and more accurate analytics
  • Pre-trade situations where large data volumes and time sensitivity cause problems for traders and risk managers
  • Current technologies in the marketplace and how they address these pre-trade problems
  • Case studies focusing on two pre-trade examples:
    • Real-time CVA limit checks for a large bank derivatives dealer
    • Real-time risk management and exception management for a central counterparty clearing house (CCP)
To view the on-demand webinar, just register on the right side of this page.

 
Featured Speakers:
 
Allen Whipple, Co-Founder & Managing Director, Quartet FSAllen Whipple, Co-Founder & Managing Director, Quartet FS
Allen Whipple is Managing Director of Quartet FS and one of its four co-founders. Running the OEM business globally, Mr. Whipple is developing a growing ecosystem of software partners who incorporate innovative Big Data analytics capabilities to extend their offerings. He has 25 years of extensive experience in building and implementing Capital Markets technology. As a co-founder of Summit Systems, he developed the initial version of the software, while managing the application development, business development and financial engineering teams and then held the position of Managing Director for North America. Mr. Whipple has degrees in Computer Engineering and Economics from Rutgers University.
 
Denny Yu, VP Client Solutions Group & Risk Product Manager, NumerixDenny Yu, VP Client Solutions Group & Risk Product Manager, Numerix
Mr. Yu oversees risk analytics including stress testing, VaR, and counterparty credit risk management. Prior to Numerix, he held several positions at RiskMetrics, a global provider of risk technology, including Product Manager, Implementation consultant, and Risk Advisor. He also spent several years at Citigroup in the Credit Risk Modeling group working on the bank's firm-wide Credit Value-at-Risk methodology, default probability modeling and debt rating models. Mr. Yu earned his MBA in Finance from New York University and is a CFA charter holder.
 
Jim Jockle, Chief Marketing Officer, NumerixModerator: Jim Jockle, Chief Marketing Officer
Mr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.
 
Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.












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