The Process for Optimisation – Banking
Where compression seeks to offset economically similar trades to reduce notional, optimisation seeks to free up committed margin and capital by placing a series of market risk-neutral trades.
An Analysis on the Different Capital Constraints Faced by Banks
A more sophisticated methodology has been introduced for calculating capital requirements with the aim of better capturing systemic risk; the downside being an increased regulatory burden on the banking system.
Innovate or lose out in 2019
Innovation is not a new concept but embracing it rapidly and adapting to the disruption it brings is going to be key in 2019. Those that fail to innovate, and in particular quickly embrace technological innovations as part of their core…
SFTR – the latest regulation on the block
By Principal Consultant Aditya OakData, analytics and machine learning may be the hottest topics at the moment, but that doesn’t mean that regulation can be ignored. With the compliance deadlines…
Brickendon Journal 14
The future is all about transformationThis latest edition of the Brickendon Journal (Journal 14) focuses on some of the key areas currently influencing the financial services sector, including the cloud…
Brickendon’s Nathan Snyder joins the FT’s latest GDPR discussion
Brickendon Partner and Data Specialist Nathan Snyder joins the Financial Times’ discussion on GDPR, adding his take on what it means for businesses outside of the EU.As the head of…
The perils of data monetisation
For many years data monetisation has been seen as a way for data organisations (traditionally seen as cost centres) to reduce, or at least justify, their expense. By assembling data and…
Out of sight out of mind – is it true GDPR only matters if you’re in the EU?
GDPR US impactMuch has been written in Europe about the General Data Protection Regulation (GDPR), a new set of legislation due to come into effect on May 25, 2018, and…
Top Five Impacts of GDPR on Financial Services
The recent media reports about an alleged data breach involving social media site Facebook and Cambridge Analytica have added to the ongoing concerns about the safety of personal data from…
The five main FRTB implementation challenges
Another day another regulation, and this time it’s the Fundamental Review of the Trading Book. FRTB, as it is known, is part of the Basel III rules and is aimed…