Key Factors for Buy-Side Risk Management


Firms on the buy side are under tremendous pressure to raise the bar on their risk management capabilities—driven by factors such as changing investor priorities, sophisticated investment strategies, and global regulatory pressures. In the midst of growing regulatory scrutiny and heightened client expectations, firms will need to develop new capabilities to implement investment strategies that are more diversified, defensive, and "risk-transparent." At the same time, firms must carefully navigate the uncertainties and overheads around the nascent swaps trading and clearing ecosystem. It will remain critical for investment firms to adopt efficient operating models in order to demonstrate value-added "alpha", and be operationally lean to mitigate the potential impact on risk-adjusted returns.

This webinar highlights recommendations and response strategies to address these pain points. We move towards a synthesis of emerging best practices observed, and point to future factors for success. With this foundation, we review some key findings from a Celent Impact Note, and the opinions of senior leaders participating in associated panel discussions in New York and London.


Cubillas Ding, Senior Research Director, Celent Research (an Oliver Wyman Company)
Mr. Ding's expertise lies in global financial markets, securities IT strategy, and enterprise risk management. His research focuses on market risk, credit risk, operational risk, and regulatory compliance, as well as the latest regulatory developments such as Basel II, Sarbanes-Oxley, Solvency 2, anti-money laundering/know your customer (AML/KYC), and International Accounting Standards legislation and their impact on financial institutions. His recent consulting work involves advising clients on vendor solutions, compliance best practices, and understanding regulatory impact to business models. Mr. Ding has been widely referenced in the press, including Wall Street & Technology, Risk magazine, and Operational Risk & Compliance.

Matthew Streeter, CFA, Product Marketing Manager
Matthew is responsible for understanding client business issues in the derivatives marketplace and translating them into industry-leading products and solutions. Before joining FINCAD, Matthew worked on the merging of Bank of America and Merrill Lynch systems within the rates derivatives and structuring businesses. Previously, he held positions at JP Morgan, Société Generale Equity Derivatives, Wachovia Capital Markets and Deutsche Bank. His expertise is wide ranging: trade execution, trading book hedging, PnL attribution, building pricing models, risk analysis and reporting. He has also modeled, structured and hedged retail and institutional issuances.