FX Markets

TECHNOLOGY

TECHNOLOGY

JP Morgan has unveiled plans to completely re-engineer the Fourfifteen value-at-risk calculation application developed by the bank's London-based risk management products division. Fourfifteen currently tuns on PCs under Microsoft's Excel spreadsheet. The application is used by some 40-odd financial institutions and corporates to calculate VAR figures using JP Morgan's Riskmetrics volatility data service.

But JP Morgan has now teamed up with The Mathworks, a Massachusetts-based software company

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VAR exceptions rise in third quarter

NEW YORK & ZURICH - Volatility in financial markets led investment banks to far exceed thresholds for trading losses in the third quarter, casting doubt on their risk modelling.

Bayer Group's two-year plan pays off

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NAB options desk "open again"

MELBOURNE – National Australia Bank (NAB) has resumed limited trading in currency options, as an April 30 deadline to amend its shortcomings passed last week.

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