Research Summary: Prime Brokerage, Margin, Collateral and Data
The research was conducted primarily via an online survey, supported by telephone interviews as required.
Other HTF Reports
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.