LFS Insights

    Expert Teaching for Exceptional Performance

    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

    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

    The World’s Top Authority explains Derivatives and Counterparty Risk

    Derivatives can be complex and potentially high-risk financial instruments. The purpose of this post is to help you better understand their key..

    Jan 27, 2022 10:11:13 AM / by Jon Gregory