Vasily Strela, Global Head of FICC Quantitative Strategies, RBC Capital Markets, talks about market developments, regulation and technology. Vasily is the Global Head of FICC Quantitative Strategies at RBC Capital Markets, he is responsible for running the Fixed Income (rates, credit, muni, FX, mortgages) & Commodities quantitative teams. His team provides quant support to the business, which involves looking at new ways to enhance and adapt models to current market conditions i.e. new algorithms and how to apply them to the business. Read More
Quantifi's 2016 Annual New York Conference
Following the 2008 financial crisis, the banking sector witnessed a plethora of regulatory changes. While these regulatory prescriptions cover every dimension of the banking world, the OTC derivatives (OTCDs) market has borne the brunt due to the derivatives' opaque and complex nature. Read More
by Quantifi & Cognizant
Over-the-counter (OTC) derivatives markets continue to be impacted by regulatory changes. These changes are affecting the way financial institutions do business in multiple, interrelated ways. Rising capital requirements are impacting profitability and return on equity. Market participants are now being forced to clear standard OTC trades through Central Counterparties (CCPs) and will soon face margin requirements for the remaining, nonstandard, uncleared derivatives.
by Robert Goldstein, Quantifi
The financial service industry has changed significantly over the last decade. This rapidly changing environment requires significant investments in technology. There is no question that technology investment is increasingly a strategic rather than an operational decision. The question is not whether to use technology, but rather which one to use. Is it better to attempt to build a proprietary application or is a vendor system the more viable and sensible option?
Quantifi's 2015 Annual New York Risk Conference