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