Deep Insights. Deep Expertise.
Multi-curve Framework: The TOM covers all aspects of the Global Market business relating to interest rate curves: organisation, including people and skills, governance and control, functions and processes as well as technology. The main purpose of the TOM is to enable an efficient multi-curve framework to allow for an accurate reflection of collateral and funding costs in derivatives’ valuation. As such, the TOM enables an optimised utilisation of the scarce resources that are funding, collateral and liquidity. This improves the efficiency of the Global Market business which can better leverage its funding and liquidity capabilities to support the development of additional activities. The project also included a business and technical architectural blueprint for implementation. Visit riskworx.com and our LinkedIn page