Financial risk modeling

SS&C Launches Risk Scenarios-as-a-Service

Retrieved on: 
Wednesday, March 17, 2021
Actuarial science, Risk, Finance, Money, Risk analysis, Financial risk, Bank regulation, Systemic risk, Stress test, Simulation, Financial risk modeling

(Nasdaq: SSNC) today announced the launch of SS&C Algorithmics Scenarios-as-a-Service (ScaaS), a subscription-based risk scenario and simulation service.

Key Points: 
  • (Nasdaq: SSNC) today announced the launch of SS&C Algorithmics Scenarios-as-a-Service (ScaaS), a subscription-based risk scenario and simulation service.
  • Using innovative financial risk modeling and the latest global datasets, ScaaS provides stress testing scenarios on macroeconomic factors.
  • Using machine learning, advanced financial risk modeling and innovative stress-testing methodology, ScaaS pandemic risk service delivers specialized stress-tests over one, five, and ten-day periods to help organizations make decisions in a dynamic market.
  • "Our comprehensive library of stress scenarios enables organizations to plan for changing market conditions with more accurate risk assessments.

BMO InvestorLine Launches New Portfolio Health Check Tool

Retrieved on: 
Thursday, February 4, 2021
Finance, Money, Economy, Investment, Financial risk modeling, Financial markets, Actuarial science, Diversification, Portfolio, Asset allocation, Bank of Montreal, Financial risk

The new adviceDirect Portfolio Health Check tool empowers investors to measure their portfolio holdings across four key indicators: asset allocation, diversification, security ratings, and risk.

Key Points: 
  • The new adviceDirect Portfolio Health Check tool empowers investors to measure their portfolio holdings across four key indicators: asset allocation, diversification, security ratings, and risk.
  • "As the industry continues to experience a surge in adoption of digital investing and record trading volumes, we recognize the importance of supporting clients with digital solutions like our adviceDirect Portfolio Health Check tool more than ever," Silvio Stroescu, Head, InvestorLine, BMO Financial Group.
  • The new tool will offer:
    A digital experience: Investors can complete a portfolio health check through the BMO InvestorLine website without ever visiting a branch.
  • For more information on adviceDirect and the Portfolio Health Check tool, please visit: bmo.com/advicedirect .

At Harbourfront, Open Architecture Breeds Best in Class Product Solutions

Retrieved on: 
Wednesday, February 3, 2021
Finance, Money, Financial markets, Economy, Investment, Market liquidity, Financial risk modeling, Structured finance, Risk parity, Alternative investment

The relationship is managed by third-party portfolio managers who conduct thorough due diligence, comprehensive R&D and who have identified product solutions that complement strong, already available, industry-wide portfolio options.

Key Points: 
  • The relationship is managed by third-party portfolio managers who conduct thorough due diligence, comprehensive R&D and who have identified product solutions that complement strong, already available, industry-wide portfolio options.
  • Innovative product line-up that brings world class pension-style investing to retail clients which was not previously available.
  • A product line-up structured to create liquidity in an illiquid space, coupled with solutions uncorrelated to the volatility of equity markets.
  • Willoughby Asset Management pools provide complete asset allocation solutions for accredited and non-accredited investors and aim to provide for strong risk-adjusted returns.

Scotiabank Receives the 2021 Risk.net Technology Innovation of the Year Award

Retrieved on: 
Tuesday, February 2, 2021
Finance, Companies, Mathematical finance, Economy, Monte Carlo methods in finance, Financial risk modeling, XVA, Risk, Scotiabank, ING Group

TORONTO, Feb. 2, 2021 /CNW/ - Scotiabank has been named the winner of the 2021 Technology Innovation of the Year Award by Risk.net , a leading publication for news and analysis on risk management, derivatives and regulation.

Key Points: 
  • TORONTO, Feb. 2, 2021 /CNW/ - Scotiabank has been named the winner of the 2021 Technology Innovation of the Year Award by Risk.net , a leading publication for news and analysis on risk management, derivatives and regulation.
  • Scotiabank was recognized for its delivery of the Bank's new risk engine in Global Banking and Markets, a system built for valuation adjustment calculations.
  • "Scotiabank has successfully transformed its valuation adjustments (XVA) system, resulting in both speed and accuracy improvements for the Bank's customers," said Karin Bergeron, Managing Director and Head XVA Trading, Scotiabank.
  • Scotiabank received the Technology Innovation of the Year Award at the 2021 Risk.net Risk Awards via a virtual ceremony on February 1st, 2021.

Canacol Energy (CNE): Ready to exploit Colombian tightening gas market

Retrieved on: 
Thursday, January 14, 2021
Energy economics, Energy development, Peak oil, Proven reserves, Valuation, Financial risk modeling, Economy

As we look across the E&P investment universe, few companies potentially offer greater asymmetric risk/reward upside compared with Canacol.

Key Points: 
  • As we look across the E&P investment universe, few companies potentially offer greater asymmetric risk/reward upside compared with Canacol.
  • The company is playing into a tightening Colombian gas market, which should continue to support favourable pricing and longer-term growth plans.
  • Our base case valuation stands at C$5.87/share and assumes the world will return to normal in 2022, with gas sales resuming to pre-COVID-19 levels.
  • With fixed gas prices for the medium term and 624bcf 2P reserves, the downside exposure to this valuation is limited to exploration success and decreased gas demand.

Innealta’s International Fund Delivers Three Times the Return and Half the Drawdown

Retrieved on: 
Wednesday, January 6, 2021
Finance, Consulting, Banking, Accounting, Professional services, Finance, Drawdown, Financial risk, Financial risk modeling, Linear programming, Money, Economy

The Fund experienced half the drawdown and delivered more than three times the returns than its competitors in 2020.

Key Points: 
  • The Fund experienced half the drawdown and delivered more than three times the returns than its competitors in 2020.
  • Risk (drawdown): ICCIX experienced a maximum peak-to-trough contraction of 17.03%, representing only 49.51% and 50.33% of its benchmark and competitors drawdown, respectively.
  • Over the five years that Dr. Sciaraffias team has managed ICCIX, 2020 marks the second year the Fund has ranked in the top 1 percentile.
  • Moreover, under his tenure, the Fund has outperformed its benchmark and competitors for all relevant periods, i.e., 1, 3, and 5 years.

Ensysce Biosciences, a California Based Biotech With a Mission to Solve the Opioid Crisis, Secures $60 Million Capital Commitment From Global Emerging Markets

Retrieved on: 
Thursday, December 31, 2020
Medical Supplies, Hospitals, Clinical trials, Practice Management, Biotechnology, Other Health, Managed care, Health, Pharmaceutical, Drawdown, Financial risk, Financial risk modeling, Linear programming, Economy

Today Ensysce announced that it has signed an agreement with GEM Global Yield LLC SCS, (GEM) a Luxembourg-based private, alternative investment group.

Key Points: 
  • Today Ensysce announced that it has signed an agreement with GEM Global Yield LLC SCS, (GEM) a Luxembourg-based private, alternative investment group.
  • Ensysce will control the timing and maximum amount of drawdown under this facility and has no minimum drawdown obligation.
  • The current pandemic has seen a rise in opioid deaths, and Ensysce believes its products will save countless lives.
  • Global Emerging Markets ("GEM") is a $3.4 billion alternative investment group based in Paris, New York and Los Angeles.

AxiomSL Stress Testing Module Named Best Solution for Credit Risk Modelling at Regulation Asia Awards for Excellence

Retrieved on: 
Wednesday, December 16, 2020
Actuarial science, Financial law, Finance, Money, Risk, Credit risk, Financial risk modeling, Financial risk

SINGAPORE and LONDON andNEW YORK, Dec.16, 2020 /PRNewswire/ -- AxiomSL ,the industry's leading provider of risk and regulatory reporting solutions, today announced that it received the award for Best Solution: Credit Risk Modeling at the third annual Regulation Asia Awards for Excellence 2020.

Key Points: 
  • SINGAPORE and LONDON andNEW YORK, Dec.16, 2020 /PRNewswire/ -- AxiomSL ,the industry's leading provider of risk and regulatory reporting solutions, today announced that it received the award for Best Solution: Credit Risk Modeling at the third annual Regulation Asia Awards for Excellence 2020.
  • In recognizing the AxiomSL IntegratedModelView credit risk model management solution as the best in its category, the Regulation Asia Awards for Excellence highlighted the software's flexible and transparent stress testing and risk modelling capabilities.
  • The IntegratedModelView module enables financial institutions to meet constantly evolving Basel and IFRS-9-driven credit risk and liquidity reporting requirements by automatically incorporating their various risk models into AxiomSL's ControllerView platform.
  • The Regulation Asia Awards for Excellence 2020 were presented on December 15, 2020.

AxiomSL Stress Testing Module Named Best Solution for Credit Risk Modelling at Regulation Asia Awards for Excellence

Retrieved on: 
Wednesday, December 16, 2020
Actuarial science, Financial law, Finance, Money, Risk, Credit risk, Financial risk modeling, Financial risk

SINGAPORE and LONDON and NEW YORK, Dec.16, 2020 /PRNewswire/ -- AxiomSL ,the industry's leading provider of risk and regulatory reporting solutions, today announced that it received the award for Best Solution: Credit Risk Modeling at the third annual Regulation Asia Awards for Excellence 2020.

Key Points: 
  • SINGAPORE and LONDON and NEW YORK, Dec.16, 2020 /PRNewswire/ -- AxiomSL ,the industry's leading provider of risk and regulatory reporting solutions, today announced that it received the award for Best Solution: Credit Risk Modeling at the third annual Regulation Asia Awards for Excellence 2020.
  • In recognizing the AxiomSL IntegratedModelView credit risk model management solution as the best in its category, the Regulation Asia Awards for Excellence highlighted the software's flexible and transparent stress testing and risk modelling capabilities.
  • The IntegratedModelView module enables financial institutions to meet constantly evolving Basel and IFRS-9-driven credit risk and liquidity reporting requirements by automatically incorporating their various risk models into AxiomSL's ControllerView platform.
  • The Regulation Asia Awards for Excellence 2020 were presented on December 15, 2020.

Qontigo Launches a Global Equity Linked Factor Risk Model

Retrieved on: 
Thursday, December 3, 2020
Financial law, Financial risk, Financial models, Financial risk modeling, Draft:Qontigo GmbH

NEW YORK, Dec. 3, 2020 /PRNewswire/ --Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, launched its first Worldwide Equity Linked Factor Risk Model, providing targeted factor exposures through a combination of the Axioma US, Developed Markets ex-US and Emerging Market Equity Factor Risk Models.

Key Points: 
  • NEW YORK, Dec. 3, 2020 /PRNewswire/ --Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, launched its first Worldwide Equity Linked Factor Risk Model, providing targeted factor exposures through a combination of the Axioma US, Developed Markets ex-US and Emerging Market Equity Factor Risk Models.
  • The Axioma Worldwide Equity Linked Factor Risk Model leverages a state-of-the-art modeling technique offering a number of benefits for end users including:
    "The best risk model is always going to be the one that is most closely aligned to your investment process," said Alessandro Michelini, Head of Portfolio Solutions at Qontigo.
  • The Axioma Worldwide Equity Linked Factor Risk Model is available as a flat file and application file format in both short- and medium-term horizons that are updated daily.
  • This latest launch follows the release of the Axioma Developed Markets ex-US Equity Factor Risk Model in September.