Wrong-Way Risk (Q&A from the Webinar)
1. What are your thoughts on methods for default correlation estimation? When there are no direct estimates available, sometimes equity or CDS..May 9, 2024 12:35:39 PM / by Jon Gregory
Monetising Convexity (Q&A from the Webinar)
1. Is it fair to say that options actually have two types of convexity: one due to the payoff structure, working along the underlying’s price..Mar 13, 2024 4:38:11 PM / by Richard Fedrick
Fixed Income Attribution – Towards a Generic Model? (Part 2)
This article was first published in the Journal of Performance Measurement Volume 27-4, Summer 2023Jan 19, 2024 4:46:51 PM / by Paul Giles
Decentralized Finance on the Blockchain in 2023 (Q&A from the Webcast)
1. How is regulation evolving?Dec 14, 2023 4:46:33 PM / by Jean-Luc Verhelst
Advances in Asset Allocation (Q&A from the Webcast)
1. In Modern Portfolio Theory - there is a lot of valuable information about factors and style funds where they position within the mean variance..Oct 19, 2023 2:44:48 PM / by Andreas Steiner
Trading and Managing Equity Derivatives in 2023 (Q&A from the Webcast)
Jul 21, 2023 10:03:29 AM / by Dr Simon Acomb
How do Boards Add Value Amid Covid-19 Challenges?
Apr 1, 2022 4:24:00 PM / by Roy Ling
Credit Value Adjustment and Counterparty Risk
Mar 14, 2022 9:32:00 AM / by Jon Gregory
OTC Derivatives and Counterparty Risk
Over-the-counter (OTC) derivatives are important financial transactions that allow hedging of interest rate, foreign-exchange and other risks...Jan 27, 2022 12:58:09 PM / by Jon Gregory