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

    Monetising Convexity (Q&A from the Webinar)

    1. Is it fair to say that options actually have two types of convexity: one due to the payoff structure, working along the underlying’s price..

    Mar 13, 2024 4:38:11 PM / by Richard Fedrick

    Fixed Income Attribution – Towards a Generic Model? (Part 2)

    This article was first published in the Journal of Performance Measurement Volume 27-4, Summer 2023

    Jan 19, 2024 4:46:51 PM / by Paul Giles

    Decentralized Finance on the Blockchain in 2023 (Q&A from the Webcast)

    1. How is regulation evolving?

    Dec 14, 2023 4:46:33 PM / by Jean-Luc Verhelst

    Advances in Asset Allocation (Q&A from the Webcast)

    1. In Modern Portfolio Theory - there is a lot of valuable information about factors and style funds where they position within the mean variance..

    Oct 19, 2023 2:44:48 PM / by Andreas Steiner

    Trading and Managing Equity Derivatives in 2023 (Q&A from the Webcast)

    Jul 21, 2023 10:03:29 AM / by Dr Simon Acomb

    Key Issues in Interest Rate Derivatives Valuation (Q&A from the Webcast)

    Jun 15, 2023 5:05:20 PM / by Richard Fedrick

    An Introduction to xVAs with Dr Jon Gregory (Q&A from the Webcast)

    1. Can you share your views regarding survival probability adjusting FVA versus including FVA in the replacement cost and thus embed it in the CVA..

    Feb 22, 2023 2:25:02 PM / by Jon Gregory

    How do Boards Add Value Amid Covid-19 Challenges?

    Apr 1, 2022 4:24:00 PM / by Roy Ling

    Credit Value Adjustment and Counterparty Risk

    Mar 14, 2022 9:32:00 AM / by Jon Gregory