The global financial crisis highlighted the importance of liquidity in functioning financial markets. Pre-2008, market participants received easy access to readily available funding and were ill-prepared for events that transpired during the credit crisis. Failure to adequately assess and manage liquidity underpinned major market turmoil triggering unprecedented liquidity events and the ultimate demise of Bear Stearns, Lehman
Brothers and other financial institutions previously thought too big to fail.
James (J.R.) Lowry, Head of State Street Global Exchange in EMEA, was the guest speaker at Quantifi’s summer breakfast briefing. J.R. shared his perspective on how big data, regulation and technology advances are driving industry change. He also provided insight into what we might expect the buy-side to look like in coming years and what this means for technology professionals. This article is a summary of J.R.’s presentation.
To further enhance its counterparty risk management capabilities, Bunge’s credit risk group began an initiative to implement an enterprise-wide approach to credit risk management. Bunge was looking for an enterprise-wide credit and counterparty risk management solution to support their business across 40 countries globally.
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