4sight Financial Software has published a new whitepaper on collateral optimisation.
The paper, entitled ‘Is Collateral Optimisation a Big Data Problem?’ looks at whether big data scenario analysis can be applied to collateral optimisation. It also evaluates the techniques that firms can employ to perform portfolio wide optimisation runs.
“Collateral optimisation continues to be one of the key buzzwords among financial market participants in 2015”, comments Martin Seagroatt, 4sight’s marketing director and author of the paper. “With further rules coming in from 2015, efficient use of collateral should remain a key focus for financial firms over the next few years.”
The paper is available for download here with free registration.