90% of Top-Tier Banks Say Their Pricing Models Must ChangeMarch 29, 2011The status quo no longer works for banks in this post-Basel III and Dodd-Frank era, an IBM/Economist survey finds. For large banks to succeed, they need to change their pricing strategies and improve risk and client behavior data.
Bank Austria Revisits Risk Models Post-CrisisMarch 22, 2010The Austrian bank has already developed a universal market data engine for sending accurate market data to its risk models, it's now focused on credit basis risk and new rules from BIS and IASB.
Recalculating Risk: The New Rules of Risk ManagementFebruary 25, 2010New data management and risk analytics tools are giving banks such as ING, HSBC and Union Bank insight into enterprisewide risk exposures and a head start on Basel II rules.
Effective Risk Management Demands Transparency Across OrganizationJune 24, 2008Banks' senior managers, boards, and risk controllers -- the risk trinity -- must work together to achieve a robust, balanced approach to valuation practices, liquidity management and data analysis.
Survival of the Fittest June 29, 2005Survival of the fittest - the swiftest to adapt and use tools and information to their advantage - is just as true in financial services as it is in the wild.
NORTH AMERICA BYTESMay 04, 2001Bank of New York partners to form Encompys, a company that will market an STP solution to asset managers; Mosaic Software helps E*Trade Bank move toward bank-brokerage funds at ATMs; Bank of America selects a global trade finance platform from S1; PNC Trea
