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adaptiv analytics

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Dynamic Hedging at Commerzbank
Commerzbank wanted real-time support for its trading operation in terms of what-if, predeal exposure estimates while reducing hardware and maintenance costs. Commerzbank has taken SunGard's Adaptiv Analytics to replace completely its existing risk engine for credit exposure. Adaptiv Analytics incorporates MC² - SunGard's unique methodology for computing portfolio credit exposure...
Tags: SunGard Data Systems Inc., Exposure, Commerzbank, Adaptiv Analytics, Financial Services
White papers 2004-04-30
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