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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: