Personal/Company information
Industry
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Business/Regulatory needs
Evaluating financial derivatives with value adjustments (CVA, DVA, FVA, MVA, KVA) in pre-deal phase and reference, in line with market best practice; calculating XVA sensitivities
1.1 How relevant is this need being perceived by your organization?
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1.2 What is your organization doing to address this need?
1.3 If your organization already has or is assessing a potential solution, it is:
Calculating pre-deal regulatory capital requirements for credit and counterparty risk
2.1 How relevant is this need being perceived by your organization?
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2.2 What is your organization doing to address this need?
2.3 If your organization already has or is assessing a potential solution, it is:
Calculating pre-deal return on capital metrics
3.1 How relevant is this need being perceived by your organization?
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3.2 What is your organization doing to address this need?
3.3 If your organization already has or is assessing a potential solution, it is:
Calculating pre-deal Initial Margin (spot and prospective) for financial derivatives
4.1 How relevant is this need being perceived by your organization?
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4.2 What is your organization doing to address this need?
4.3 If your organization already has or is assessing a potential solution, it is:
Effectively managing collateral for cleared, bilateral and ETD operations, identifying, through an optimization tool, the most convenient instrument to be used
5.1 How relevant is this need being perceived by your organization?
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5.2 What is your organization doing to address this need?
5.3 If your organization already has or is assessing a potential solution, it is:
Calculating Initial Margin for uncleared derivatives (SIMM)
6.1 How relevant is this need being perceived by your organization?
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6.2 What is your organization doing to address this need?
6.3 If your organization already has or is assessing a potential solution, it is:
Running, in pre-deal phase and reference, simulations on FRTB capital requirements
7.1 How relevant is this need being perceived by your organization?
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7.2 What is your organization doing to address this need?
7.3 If your organization already has or is assessing a potential solution, it is:
Running, in pre-deal phase and reference, simulations on SA-CCR capital requirements
8.1 How relevant is this need being perceived by your organization?
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8.2 What is your organization doing to address this need?
8.3 If your organization already has or is assessing a potential solution, it is:
Replicating complex portfolios using a limited number of relevant market risk drivers
9.1 How relevant is this need being perceived by your organization?
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9.2 What is your organization doing to address this need?
9.3 If your organization already has or is assessing a potential solution, it is:
Implementing effective and efficient hedging strategies to cover Tail risk in order to minimize drawdowns and maximize upside
10.1 How relevant is this need being perceived by your organization?
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10.2 What is your organization doing to address this need?
10.3 If your organization already has or is assessing a potential solution, it is:
Improving the Return on Capital requirement under Solvency II using Market Risk Tail Hedging model
11.1 How relevant is this need being perceived by your organization?
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11.2 What is your organization doing to address this need?
11.3 If your organization already has or is assessing a potential solution, it is:
Running and/or implementing robotised/individualised strategies
12.1 How relevant is this need being perceived by your organization?
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12.2 What is your organization doing to address this need?
12.3 If your organization already has or is assessing a potential solution, it is:
If running and/or implementing robotized/individualised strategies is relevant, please indicate what kind of strategies your organization is interested in (i.e. Constant Proportion Portfolio Insurance, Time-Invariant Portfolio Protection, Lifecycle, …)
13.1 Please write your answer here.
13.1.1 How relevant is this need being perceived by your organization?
13.1.2 What is your organization doing to address this need?
13.1.3 If your organization already has or is assessing a potential solution, it is:
13.2 Please write your answer here.
13.2.1 How relevant is this need being perceived by your organization?
13.2.2 What is your organization doing to address this need?
13.2.3 If your organization already has or is assessing a potential solution, it is:
13.3 Please write your answer here.
13.3.1 How relevant is this need being perceived by your organization?
13.3.2 What is your organization doing to address this need?
13.3.3 If your organization already has or is assessing a potential solution, it is:
13.4 Please write your answer here.
13.4.1 How relevant is this need being perceived by your organization?
13.4.2 What is your organization doing to address this need?
13.4.3 If your organization already has or is assessing a potential solution, it is:
Implementing dynamic asset allocation strategies (for internal use or for clients)
14.1 How relevant is this need being perceived by your organization?
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14.2 What is your organization doing to address this need?
14.3 If your organization already has or is assessing a potential solution, it is:
Calculating fast sensitivities (i.e. DV01, CR01) in real-time
15.1 How relevant is this need being perceived by your organization?
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15.2 What is your organization doing to address this need?
15.3 If your organization already has or is assessing a potential solution, it is:
Improving power and flexibility of sensitivity analysis
16.1 How relevant is this need being perceived by your organization?
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16.2 What is your organization doing to address this need?
16.3 If your organization already has or is assessing a potential solution, it is:
Improving data quality processes using automated and high-performing systems based on machine learning techniques
17.1 How relevant is this need being perceived by your organization?
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17.2 What is your organization doing to address this need?
17.3 If your organization already has or is assessing a potential solution, it is:
Independent portfolio valuation
18.1 How relevant is this need being perceived by your organization?
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18.2 What is your organization doing to address this need?
18.3 If your organization already has or is assessing a potential solution, it is:
Replacing Front-Office spreadsheets (e.g. made in Excel) with an high performing real-time trading system
19.1 How relevant is this need being perceived by your organization?
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19.2 What is your organization doing to address this need?
19.3 If your organization already has or is assessing a potential solution, it is:
Managing the entire loans lifecycle through an user friendly front-end built around business needs
20.1 How relevant is this need being perceived by your organization?
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20.2 What is your organization doing to address this need?
20.3 If your organization already has or is assessing a potential solution, it is:
Actively managing IFRS9 staging allocation and ECL volatility on Loan portfolio and AFS (Avaiable-for-sale) instruments
21.1 How relevant is this need being perceived by your organization?
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21.2 What is your organization doing to address this need?
21.3 If your organization already has or is assessing a potential solution, it is:
Scoring investment funds with a quantitative approach in compliance with MIFID2 (Product Governance Requirements)
22.1 How relevant is this need being perceived by your organization?
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22.2 What is your organization doing to address this need?
22.3 If your organization already has or is assessing a potential solution, it is:
Any other relevant business/regulatory needs?
23.1 Please write your answer here.
23.1.1 How relevant is this need being perceived by your organization?
23.1.2 What is your organization doing to address this need?
23.1.3 If your organization already has or is assessing a potential solution, it is:
23.2 Please write your answer here.
23.2.1 How relevant is this need being perceived by your organization?
23.2.2 What is your organization doing to address this need?
23.2.3 If your organization already has or is assessing a potential solution, it is:
23.3 Please write your answer here.
23.3.1 How relevant is this need being perceived by your organization?
23.3.2 What is your organization doing to address this need?
23.3.3 If your organization already has or is assessing a potential solution, it is:
23.4 Please write your answer here.
23.4.1 How relevant is this need being perceived by your organization?
23.4.2 What is your organization doing to address this need?
23.4.3 If your organization already has or is assessing a potential solution, it is:
Market Data
Would you be interested in purchasing a solution which includes market data?
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Would you be interested in increasing the historical depth of market data currently offered by major financial providers?
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