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Sybase - Risk Analysis on the Fly

Sybase asked TABB Group to make this interesting White Paper on Risk Analysis on the Fly. It carries plenty of interesting thoughts:

  • the future demands highly automated and high frequency trading, HA HFT actors (thinking of that 30 minute 1,000 point drop on Dow the other day).
  • it makes some links to the exchange traded everything arguments without making our concluding on ETE itself.
  • a conclusion is that the financial market actors should look more agile risk management tools such as the Siag products to fulfil their need to reach real time calculations of all dimensions including (Market) Risk. Day-1 data is not good at all for a trader, it shouldn’t be good enough for the CRO neither.
  • hints the need not only to Tier 1 banks but also for sophisticated Hedge Funds (the HA HFT actors) to make use of Siag’s products.

     

Why SAP Bought Sybase For $5.8 Billion

 

THIS IS REALLY THE SAP HANA PAGE ON ASYMPTOTIX

 

 

Market Risk: Solving for Basel II and IFRS7 with SIAG

coins madridMarket (Price) Risk - Abstracting the Liquidity Component

Market Risk is different. Liquidity Risk is different even further. Conceptually they are in bed together, although Liquidity risk has risen up the food chain recently as the impregnability of the banking book has been seen to be a chimera as the tide of the crisis went out. One thing is for certain these are the two biggest headaches from Bishopsgate to the Barbican. The Liquidity risk story is well documented here so this blog has a focus on the Market Risk (Price) problem and how to solve it for its two currently key variables – Basel II and IFRS7.

Sybase and Siag Risk Management Partnership to Provide Advanced Risk Management for Financial Enterprises

Technology Partnership to Increase Risk Visibility With Faster Access to Data and Analysis.

Sybase, Inc. (NYSE: SY), an industry leader in delivering enterprise and mobile software, and Siag Risk Management (Siag), a specialist technology leader in investment portfolio risk management solution's and functional and technical risk management consultancy, today announced a technology partnership to provide financial institutions with real time, on demand and intra-day visibility of investment portfolio risk. Under this new partnership, enterprises and institutions will have access to advanced performance, risk management technology solutions.

Finextra: Sybase and Siag team on risk management

Sybase (NYSE: SY), an industry leader in delivering enterprise and mobile software, and Siag Risk Management (Siag), a specialist technology leader in investment portfolio risk management solution's and functional and technical risk management consultancy, today announced a technology partnership to provide financial institutions with real time, on demand and intra-day visibility of investment portfolio risk.

Strategic direction of Sybase risk technology development

 A study commissioned by Sybase shows the strategic direction of Sybase’s technology development and its application to data management and an ecosystem of risk which includes Siag Risk Management's technology with regard to market price data cleansing (Price Manager) and the consolidation and aggregation of group holding risk down to granular level of instrument/position within portfolios which is also supported by not only IFRS7 but also by MiFID.

TRANSPARENCY - THE SIAG RISK MANAGEMENT APPROACH IFRS 7 + GRS

Both in terms of IFRS7 and also FSA and draft SEC regulations and of course MIFID, P2B2 and the extensive plethora of other legislation dealing with transparency, data accuracy and audit there are a number of areas where GRS could be leveraged in these scenarios opening up the potential for Back Office and Treasury function direct benefits.

 

Sybase Extends Analytics Leadership in High Speed Streaming Data

Sybase Complex Event Processing (CEP) Enhances Capital Markets Platform for Trade Lifecycle Analytics; Increases Data Management Value to Financial Services Customers.

 

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Are the key legislative pillars such as Basel II & III, UCITS IV and Solvency II forcing you to re-examine how you identify, measure and manage risk and capital?

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