Webinar: Quartet FS & TIBCO

Increased pressure from regulatory bodies requires banks to take their approach of counterparty credit risk to unprecedented levels: In fact, achieving Basel III-driven Credit Value Adjustment (CVA) translates into the capacity to aggregate massive amounts of risk data from many global locations on the fly and to perform resource-intensive simulations in real-time. How to address such “Big Data” analytics challenge in the most agile and cost-effective way?

In this 25-minute webinar, experts

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