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