Fixed Interest Attribution – Towards a Generic Model?

 

Sep 8, 2021 12:49:47 PM / by Paul Giles

The Role of Default Dependency in a World of Rising Debt

In this article, we discuss:

Jul 9, 2021 4:59:26 PM / by Andreas Steiner

Modern Derivatives Pricing – CSA Discounting

 

May 19, 2021 1:23:34 PM / by Richard Fedrick

Modern Derivatives Pricing – Collateral, Funding and OIS Discounting

 

May 19, 2021 1:13:13 PM / by Richard Fedrick

Interest Rate Derivatives Discounting – What it is and What it isn’t

 

May 19, 2021 1:06:29 PM / by Richard Fedrick

Does the FRTB ensure that capital reflects trading risk?

I recently spent an enjoyable few days leading seminars on the Fundamental Review of the Trading Book (FRTB) with a financial supervisory..

May 19, 2021 12:55:46 PM / by Dr Simon Acomb