LFS Insights

    Expert Teaching for Exceptional Performance

    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