TS Imagine Wins Asia Risk Award for Best Buy-Side Market Risk Management Product
The Asia Risk awards are the longest-running and most prestigious awards for firms and individuals involved in Asia’s derivatives markets and in risk management. The award was announced at the Asia Risk award dinner in Singapore.
According to the Asia Risk judges: “TS Imagine has successfully provided systems and managed services for derivatives trading and life-cycle management, and buy-side, prime services, custodian, and securities services firms for more than 20 years.” The judges praised TS Imagine’s technology, data and analytics advancements – resulting, most notably, in the launch of the Real-Time Risk & Compliance Solution (RRC) for Société Générale Prime Services, which required a high-performance system with flexibility and scalability for its buy-side clients.
Wilson Ng (left) accepting the TS Imagine award.
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.
EMS integration automates historically manual processes, unlocking hard-to-find liquidity for the buyside community.
HVaR assumes that present market dynamics are captured in past behavior so what should we do when the world changes? Since Russia's invasion of Ukraine, commodity markets have entered new trading patterns and Lance Smith, TS Imagine Chief Strategy Officer explains some of the tools that can be used to help HVaR without disturbing other risk factors.