SunGard Adaptiv

In order to reduce counterparty exposures in the OTC
markets, a rich variety of techniques have been developed over the years. These include netting agreements, collateral agreements, termination ...Read More

In order to reduce counterparty exposures in the OTC
markets, a rich variety of techniques have been developed over the years. These include netting agreements, collateral agreements, termination options and bought credit protection in the form of credit default swaps or insurance. The latest one is the use of Central Counterparties (CCPs). Although not new
in principle, they recently received a lot of attention as a result of changes in regulation.

Most of these techniques perform as intended most of the time, but there are cases when exposure can be increased instead of reduced as result of them. This paper intends to explain when this is likely to happen, specifically in the case of collateral agreements and CCPs.

Bart Piron looks at collateral closeout effects and why they matter

Opting for the internal model approach (IMA) to market risk modeling is becoming a necessity for banks. George Mutema explains how choosing the right system is vital to gaining regulatory approval for ...Read More

Opting for the internal model approach (IMA) to market risk modeling is becoming a necessity for banks. George Mutema explains how choosing the right system is vital to gaining regulatory approval for an IMA-based model.

A huge liquidity strain and increased demand for collateral assets has made collateral management a critical component of bank’s trading activity. An enterprise-wide approach to collateral management ...Read More

A huge liquidity strain and increased demand for collateral assets has made collateral management a critical component of bank’s trading activity. An enterprise-wide approach to collateral management can help banks optimise their collateral inventory, generate revenue as well as reduce costs

Patrick Amon describes the likely impact of the new rules for the US banking sector.

The Dodd-Frank Wall Street Reform and Consumer Protection Act is commonly viewed as the most important piece of ...Read More

Patrick Amon describes the likely impact of the new rules for the US banking sector.

The Dodd-Frank Wall Street Reform and Consumer Protection Act is commonly viewed as the most important piece of legislation in the US banking sector since the Great Depression of the 1930s. The act creates a number of institutional frameworks and reorganizes the federal regulatory system, but most of its impact will lie in the rules that stem from this federal reorganization.

In the last few years credit risk management has evolved from a policing function to a facilitating one. This evolution can be clearly seen in the changing use of credit limits which are now a key tool ...Read More

In the last few years credit risk management has evolved from a policing function to a facilitating one. This evolution can be clearly seen in the changing use of credit limits which are now a key tool in setting and pursuing a financial institution’s appetite for credit risk.
As the role of credit limits evolves from restricting traders to supporting their risk-taking decisions, SunGard Adaptiv looks at the technology needed to enable this change and asks whether credit limits will evolve to the point where they are no longer necessary.

On 29th July 2011 four US agencies published their report "Interagency Supervisory Guidance on Counterparty Credit Risk Management". The report covers many aspects of Counterparty Credit Risk ...Read More

On 29th July 2011 four US agencies published their report "Interagency Supervisory Guidance on Counterparty Credit Risk Management". The report covers many aspects of Counterparty Credit Risk Management (CCRM) ranging from governance structures through risk measurement and control to system infrastructure considerations. This briefing document highlights some of the key findings from the report, and illustrates how SunGard’s Adaptiv suite of risk management solutions helps our client to address these issues.