Insights
Risk Management
CASE STUDY: Tabula Investment Management
Innovative fund manager, Tabula Investment Management, implements the TS Imagine platform in under three months to launch new and manage existing fixed income ETFs.
WEBINAR: AIMA APAC Fund Manager Briefing
In this session, we will explore the topic of Hedge Fund compliance and explain how hedge fund managers can ensure complete compliance with regulations while achieving full optimization of their portfolios.
Managing Margin (Part I) – Five Key Challenges from a System-Wide View
Computing, optimizing and monitoring real-time margin requirements across a multitude of instruments and customer accounts is a Herculean task. In this article, TS Imagine discusses the key challenges in this arena and will dive deeper into the specifics of solving its challenges.
US Fintech Adds Structured Products to Asset Class Coverage
Global cloud-based portfolio, risk and margin solutions provider TS Imagine has announced the expansion of its asset class offering to structured product issuers and traders.
TS Imagine Expands Asset-Class Coverage and Delivers Cloud-Based Solution for Structured Products
New models and workflows support structured products combined with cost and operational efficiencies of TS Imagine’s cloud-based solution.
How a Stressful Election Could Stress Your Portfolios
Most market observers agree that the many uncertainties swirling around the US Presidential election are likely to generate volatility in the US equity market that could last well beyond November 3rd.
When the Market Flips its Lid, What Does it Mean for LDI?
An area of investment management that is particularly exposed to changes in interest rates (nominal and real) is the world of Liability-driven Investing (LDI). This eBook provides an overview of the concept, and then dives into the key questions regarding risk management for liability-driven investing and provides technology tips.
Thinking about Building a Volatility Surface? Think Again
At first glance, constructing a volatility surface looks like a straightforward exercise – a closer look reveals there is a great deal more to consider.
Buy-side boost as TradingScreen and TS Imagine enhance partnership
TradingScreen Inc (TS), the all asset class execution and order management system (EOMS), and TS Imagine, leading provider of portfolio and risk management solutions, have enhanced their long-standing partnership to deliver a full front-to-back office trading solution to the buy-side.
The Lognormal Bridge
This note discusses the use of a “lognormal bridge” to estimate interest rate statistics and to calculate HVAR.
Calculating Risk Under Market Uncertainty:
There is No Right Answer
When newcomers to the field of quantitative finance are assigned the task of writing up an analysis, they will often show numbers using five, six or even more digits to the right of the decimal point. This may be driven by the part of the brain that craves precision and exactness. Given the unstable nature of financial data, does that mean it is a fool’s errand to try to estimate risk?
Risk Monitoring Through Turbulent Markets
Markets change frequently and often erratically, presenting risk managers, asset managers, and investors with enormous uncertainty. Given the market volatility in recent months, it is especially important to monitor real-time risks and to test a portfolio’s resilience under future possible market fluctuations.
TS Imagine’s Response to Negative Oil Prices
It was a historic moment to be remembered when crude oil plunged into negative price territory on Monday 20th April 2020. TS Imagine’s Data, Technical, Development and Professional Services teams stood ready to assist users in ensuring they continued to correctly calculate risk metrics across commodity trading books. While negative prices are not a new thing in financial markets, it was the first time for crude oil to exhibit such behaviour. Standard pricing models (Black Scholes) for commodity future options are not designed to handle negative underlying prices. As such, TS Imagine applied an ‘early roll’ of the front month contract of May crude to the June expiry as the negative settle price was confirmed.
TS Imagine Partners with Tora to Create Best-in-Class Global Trading Platform
TORA, provider of the industry’s most advanced cloud-based and leading order and execution management system (OEMS), has today announced a partnership with premier risk & compliance platform provider, TS Imagine to create the finest front-to-back end trading solution for hedge funds & asset managers.
Past Rolling Hills to Smoother Pastures
How to eliminate the distortion effect of rolling futures contracts on continuity time series returns.
TS Imagine World Wide Offices Go Virtual
Our offices are connected – from New York to London, Hong Kong, Sydney and Cleveland – and our team and corporate meetings continue so we can bring the best of our company to you by working hard to keep clients and data feeds secure and running smoothly.
Hedgeweek voted TS Imagine as the “Best Risk Management Software Firm”
The readers of Hedgeweek voted TS Imagine as the “Best Risk Management Software Firm” for the second consecutive year at the 8th annual awards ceremony held in New York City.
Imagining the Impact of a Hard Landing in China
As China confronts numerous internal and external challenges from slowing economic growth, disruption in Hong Kong and a volatile trade conflict with the United States, it may be prudent to assess and understand the risk a hard landing for the Chinese economy may pose to your portfolio.
FIA 2019 Expo in Chicago – Booth 1008
TS Imagine is exhibiting at the 35th FIA Expo. Our team will be demonstrating the Real-Time Risk & Compliance (RRC) solution, our Margin Engine that enables users to computer their own margin – and a host of advanced risk management tools. Build an app with us in booth 1008.
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.
Pricing Rainbow Options
Responding to growing client interest, this post highlights the use of TS Imagine’s Monte Carlo Generator to price multi-asset best-of/worst-of options (aka Rainbow Options).
TS Imagine Wins for Best Portfolio Analytics System in 2019 Bobsguide Awards
TS Imagine took top honors for “Best Portfolio Analytics System” in the Bobsguide Technology Awards 2019.
TS Imagine Wins WatersTech Sell-Side Award for Best Analytics
Data is the new oil, according to Waters Technology, and the lifeblood of any sell-side firm. "Enter TS Imagine, which wins this year's Sell-Side Technology Award in the analytics category for it's Real-Time Risk & Compliance (RRC) product, " writes James Rundle on waterstechnology.com.
TS Imagine Wins for Best Sell-Side Analytics Product
TS Imagine took top honors for “Best-Sell Side Analytics Product” in the Waters Technology Sell-Side Awards, announced in London on April 11, 2019.
TS Imagine Best Risk Management Software Developer
Acquisition International magazine announced TS Imagine’s win for “Best Risk Management Software Developer” in the 2019 Hedge Fund Awards.
Brochures
HVaR: Predicting the Past
Case Study: ROBECO
MyTSI
Regulatory Solutions Overview
Real Time Risk & Compliance Overview
Risk Aggregator Overview
TS Imagine Lite
Best Sell-Side Compliance Product
Risk Dashboard Software of the Year
Waters: American Financial Technology Awards
RiskSmart – Real-Time Risk & Credit
