Modern Strategies for
Real-Time Financial
Risk Management
Real-Time Financial
Risk Management
Live Webinar | November 19 & 20 | Choose your time
Financial institutions are facing increasing pressure to deliver ultra-low latency risk management solutions across massive amounts of data from increasingly disparate data sources.
All areas of risk analysis — including market risk, credit risk, liquidity risk, collateral risk, margining — are data- and compute-intensive, making data processing at millisecond latencies and massive scale a critical requirement for leaders in the financial risk management space.
As a leader in financial risk management, you must address three complex challenges:
- Integrating data from numerous sources and in varying formats into a fast-access data hub
- Processing, querying, and analyzing ALL of the necessary data (not a subset)
- Delivering intraday risk analysis as close to real-time as possible
Join our live webinar to learn both architectural and technological strategies to overcome all three of these data challenges. We’ll also share the "before" and "after" performance gains of three Fortune 500 financial institutions that successfully addressed these challenges.
Training and Consulting Services Manager
Stephen is the Training and Consulting Services Manager at GridGain, where he helps clients meet their business goals using unified real-time data and in-memory technologies.
He's worked with high-performance, data-intensive applications for over 15 years and has experience across many industries, including telecoms and financial services.
Also, he is an active Apache Ignite Committer and top non-code contributor helping Ignite developers on the user list and StackOverflow.