ENABLING TECHNOLOGY FOR MORE PERVASIVE AND RESPONSIVE MARKET RISK MANAGEMENT SYSTEMS

Matthew Dixon, Jike Chong and Kurt Keutzer

Chapter 9 in The Risk of Investment Products:From Product Innovation to Risk Compliance, 2011, pp 205-224 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONOVERVIEWUSE OF MULTICORE AND MANYCORE MICROPROCESSORS IN THE FINANCE INDUSTRYMONTE CARLO-BASED MARKET VaR ESTIMATIONOPTIMIZATION OF RISK ENGINES DEPLOYED ON GPUsRISK INFRASTRUCTURE IMPROVEMENTSSUMMARY AND OUTLOOKREFERENCES

Keywords: Risk Management; Financial Regulation; Financial Law; Asset Securitization; Complex Investment Products; Investment Advisory (search for similar items in EconPapers)
Date: 2011
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