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Message: <blockquote data-quote="elektor" data-source="post: 95416" data-attributes="member: 9310">I think the Dodd Frank listed derivatives project involves volumes. The only major programming hurdle I see here is the data cleaning job. I don't think valuation and potential future exposure of transactions like fx futures, options and commodities will require QF programming skills. But, agreed my banks systems are just on the boundary of handling this volume.One place I see a probable heavy focus of programming with regulatory focus is the on the fly calculation of RWA (in the future Reg Capital + CVA charge) for different desks. Desks need to know before they take on a trade how much RWA the banks group level or sub group level changes in a matter of seconds. This in my opinion requires massive computing power and good QF programming knowledge.</blockquote>