Great event from PRMIA on Macro Stress Testing at Moody’s last night. A few quick highlights:
The role of the regulators is now not only to be sure that banks have enough capital to withstand a severe downtown, but that the banks have enough capital once the downturn has happened.…Guest post today from Matthew Berry of Bedrock Valuation Advisors, discussing Libor vs OIS based rate benchmarks. Curves and curve management are a big focus for Xenomorph’s clients and partners, so great that Matthew can shed some further light on the current debate and its implications:
New Benchmark Proposal’s Significant Implications for Data Management
During the 2008 financial crisis, problems posed by discounting future cash flows using Libor rather than the overnight index swap (OIS) rate became apparent.…
Anyone has followed this blog for a while will know that I (and others) have charted the decline over recent years of the SIFMA Tech exhibition that takes place each June at the Hilton on 6th Avenue in New York. Take a look at this post from 2011, and then this one from 2012.…
Numerix ran a great event on Thursday morning over at Microsoft’s offices here in New York. “The Road to Achieving a Unified View of Risk” was introduced by Paul Rowady of the TABB Group. As at our holiday event last December, Paul is a great speaker and trying to get him to stop talking is the main (positive) problem of working with him (his typical ebullience was also heightened by his appearance in the Wall Street Journal on Thursday, apparently involving nothing illegal he assured me and even about which his mother phoned him during his presentation…). …
Quick note to say that Xenomorph will be exhibiting at this week’s SIFMA Tech 2013 event in New York. You can find us on the Microsoft stand (booth 1507) on both Tuesday 18th and Wednesday 19th, and we can show you some of the work we have been doing with Microsoft on their Windows Azure cloud platform.…
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