14 Dec 2015 — Eléonore de Vial

Historically, collateral management has been a task that required complex infrastructure: initial margin value-at-risk (VaR) computations required a risk management system and extensive market data, OTC contract valuation required complex pricing capabilities, and margin call communication remained a very manual and time consuming process, using email and a fax machine.

10 Aug 2015 — Michael Dorval

A pragmatic approach for banks facing Basel III, the Dodd-Frank Act, the European Market Infrastructure Regulation and other new regulatory frameworks