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FEATURED WHITEPAPER
Current technologies and techniques allow for more sophisticated
and effective approaches to counterparty risk than those that fell
short in 2008. Yet there are many barriers to successful adoption
and implementation.
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More Whitepapers
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This paper proposes an approach to model spot prices that
combines mean-reversion, spikes and stochastic volatility.
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UPLOAD YOUR WHITEPAPER
Be part of GARP's growing White Paper Library. With hundreds of
white papers, this free resource is an excellent way to establish
thought leadership with other risk professionals worldwide. If you
would like to to include your whitepaper, please contact michael.simone@garp.com.
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With articles and research that focus on technological
innovation, business strategy and geographical markets, this guide
provides thought leadership on how capital markets firms can
capitalize on real-time data and leverage new risk strategies for a
trading advantage.
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Do the market prices of physical commodities reliably reflect
their underlying fundamentals, or does financial market behavior
sometimes distort the relationship? This Bloomberg whitepaper
explores the effects that supply, demand and inventory have on
price dynamics.
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In today's energy markets, portfolio valuation, risk measurement
and management can be daunting tasks. This Bloomberg whitepaper
looks at the challenges financial institutions face in evaluating
and managing energy portfolios, and how can they be overcome.
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"Today, everything happens fast. In Capital Markets, real-time
analysis of data delivered from multiple sources, at high speed, is
key to maximizing profit and maximizing risk. Sybase's whitepaper
details the concepts and benefits of integrating CEP technology -
the answer to your real-time enterprise, high-performance
needs."
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How do financial firms decide how much risk they will take, and
how should that appetite be articulated throughout the
organization? This IBM whitepaper discusses the ways in which
institutions can define their risk appetite, and how they should
institutionalize it.
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