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Liquidity is dead, long live liquidity – a practical guide for intraday liquidity management

“Liquidity is oxygen for a financial system.” – Ruth Porat In a previous article we discussed the precarious position of cash liquidity in the current economic climate. As intraday liquidity represents up to a third of reserves at banks, millions of dollars in annual funding costs are tied to it. In this regard, we highlighted […]

Intraday liquidity maturity in banks

If the FinTech era has elevated any idea to a maxim it may be that we cannot improve what we do not measure. Financial institutions across sectors and jurisdictions have successfully applied advances in analytics technology to capital markets trading and to risk management, and more recently to various aspects of liquidity and cash management. […]

Using simulation to evolve financial systems

Today’s technology to make payments and settle transactions is more adaptable than ever.  Unlike in the 1980s, nothing appears to be hard coded anymore and our ability to configure applications provides us with endless flexibility.  Any of us who have worked in the requirements definition phase of a payment systems’ deployment in Financial Services will […]

Solving for the interconnected risk problem you didn’t know you have

There is a great warning in Against The Gods by Peter Bernstein describing games of chance played by the ancient Greeks and Romans with oblong dice. They attributed  special qualities to certain numbers that came up with greater frequency, not realizing that it was actually the larger surface area on the dice that accounted for […]

Can payments data provide us an up-to-date view of supply chains?

Policy makers and business leaders have developed an urgent interest in understanding  supply chains for business disruption, resilience and planning needs. But, finding good data on supply chains is difficult. Fortunately, there may be one untapped data source that enables us to better understand and reconstruct supply chains – payments data. Traditionally, to analyse supply […]

RELATED PARTY ANALYTICS: How close were you to Ronin Capital?

On Friday March 20th, Ronin Capital two central counterparty clearing houses (CCPs) commenced liquidation of Ronin Capital’s portfolios. This failure was due to the downstream effects of COVID-19 on the markets. FNA Related party analytics identified contagion paths that show that over 200 financial institutions could have been negatively impacted. With no end in sight […]

Synthetic Data is as “real” as historical data!

By Dave Sissens and Phillip Straley It’s ironic that analytics professionals often work in situations with limited data availability, poor data quality, or both. In many cases, large amounts of granular data is available but legal or security concerns make it difficult to access in a timely or secure manner. The current COVID-19 situation, with much […]

Mapping Supply Chains: How do I start and where do I get the data from?

The coronavirus pandemic is going to have potentially devastating and lasting impacts on the world’s economy. The main interest is now on assessing and mitigating these impacts. To be able to do that we need to realise that today’s world economy is amazingly complex. A shock hitting one sector in the economy can quickly propagate […]

Identifying and Managing Systemic Risk in Clearing During Uncertain Times

COVID-19 is having a remarkable impact on the global financial markets. In the last few days major indexes, such as S&P 500, reported unprecedented downward swings while market volatility ramped up. With even more turbulent times ahead, central clearing counterparties (CCPs) must prepare for potential failures of their participating clearing members (CMs), and potential downstream […]

A Systematic View of the Panicked Global Markets

Panic shook the financial markets this week. In times of crisis, it is often difficult to gain a systematic view and to “see the forest from the trees”, when there is an overflow of information and endless articles on individual companies, markets or asset classes. We also learned in the financial crisis that everything is […]

Visit our stand at Sibos to find out how our customers use the FNA Platform

At Sibos this year we’ll be showcasing some of the latest use cases of the FNA Platform. Each day, we’ll be holding two sessions at our stand to show how our technology can help FMIs, Regulators and institutions. A full list is below, including timings so if you’d like to come along, please feel free […]

Join us for an industry panel discussion on “Managing Risk in an Evolving Clearing & Settlement Landscape” at SIBOS, London

Topic:  “Managing Risk in an Evolving Clearing & Settlement Landscape” Time: Wed, 25 Sept, 9:00am Where: Discover Stage Panellists: Suzanne Sprague, Chicago Mercantile Exchange (CME), Managing Director, Credit & Liquidity Risk, Risk Policy, & Banking Kimmo Soramäki, FNA, Founder & CEO Richard Pattinson, Former Chairman, CHAPS, Former Group Treasurer, Barclays Moderator: Phillip Straley, FNA, President […]
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