News

Law

Asset Management

Investment Banking

Wealth

Hedge Funds

People

Newsletters

Events

Lists

Banks develop new moves to adopt risk-reward models

Credit risk management program unveiled with a real-time simulation

Banks and IT developers of credit risk management tools have built new trading tools to enable traders to identify trading opportunities faster. By having access to the full risk profile of a portfolio, traders will be able to trade in a way that will improve the use of a bank's capital.

Traders will soon have access to credit limit and Monte Carlo simulations, normally the preserve of the risk manager, which calculate the risk profile of whole portfolios of complex instruments.

WSJ Logo