News
Real-Time Risk: The 60-Second Rule
Real-Time Risk: The 60-Second Rule
21 May 2013:
The CFTC’s 60-second rule requires Futures Commission Merchants to accept or reject a trade within 1 minute, meaning they must run analytics against client portfolios in near real time to determine if they exceed some risk threshold. But that represents a dramatic change for FCMs, which typically have run their risk calculations in nightly batches, says Steven Harrison, President and COO of TS Imagine. Harrison and TABB Group partner Alex Tabb discuss the operational and technical challenges to — and benefits of — performing real-time risk analysis, as well as the shortcomings of the 60-second rule itself.
Related News
Enriching the HVaR Calculation:
Predicting the Past:
HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.
TS Imagine Team at SimCorp IUCM 2022
TS Imagine recently participated in SimCorp’s 3-day International User Community Meeting (IUCM) attracting over 500 clients from around the world. For those who were not able to attend the event, we offer this summary of the history, rationale and benefits of the TS Imagine/SimCorp alliance.
TS Imagine EMS Integrates with Appital’s Bookbuilding Platform Ahead of Launch
EMS integration automates historically manual processes, unlocking hard-to-find liquidity for the buyside community.
