Applying Vectorisation to CVA Aggregation from ifrs 9 application Watch Video

⏲ Duration: 24 min 92 sec
✓ Published: 19-Dec-2017

Description:
New challenges in the financial markets driven by changes in market structure, regulations and accounting rules like Basel III, EMIR, Dodd Frank, MiFID II, Solvency II, IFRS 13, IRFS 9 and FRTB have increased demand for higher performance risk and analytics. Problems like XVA require orders of magnitude more calculations for accurate results. This demand for higher performance has put a focus on how to get the most out of the latest generation of hardware.nnSpeakersnJamie Elliot, Development Man