Today, Acuiti and Sterling Trading Tech release Risk and Margin in the New Era of Volatility report.
This report is based on 55 responses from Senior Sell-Side Executives and investigates the increasing interconnectedness of risk monitoring and margin and how current sell-side systems are built to handle this in modern market conditions.
The key findings from this report are:
- Regulatory and market pressure is growing to monitor risk and margin on a real time basis
- 73% of respondents used between two and five risk systems, showing the burden and complexity of legacy infrastructure that firms have built up over the years
- 64% of respondents take more than a week to implement risk and margin policy changes in their systems, timescales that are increasingly out of sync with fast changing market dynamics
- Risk committee changes to parameters lag the real time demands of current day markets
- 78% or respondents believe that a more dynamic risk and margin policy would provide a competitive edge
Download the full report below.