Tag: risk management

GPUs Enable Real-Time Risk Management

Jan 7, 2014 |

A recent report from the Securities Technology Analysis Center (STAC) shows for the first time that GPUs boost computing speed such that risk management benchmarks, like STAC-A2, can be operated in real-time, enabling them to be used pre-trade. The testing was demonstrated using STAC-A2, the “Greeks” benchmark for risk analysis. Used in pricing and risk Read more…

Low Latency Spending Moves Full Speed Ahead

Dec 22, 2008 |

Technologies that enable lower latency have been used to speed the trading process, but these same technologies can also be used for risk management.