On-Demand Webinar Archive

Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...
Derivative markets continue to change at a rapid pace. From shifting regulatory requirements and evolving best...
The derivative markets have changed dramatically since the 2008/2009 financial crisis. Regulatory reform and...
Effective collateral management is becoming increasingly important to derivative practitioners, as more and more...
Many fixed income managers employ derivative overlay strategies to help them manage multiple risk factors...
The G5 currencies (USD, EUR, GBP, JPY and CHF), along with a few others, have well-developed Overnight Index Swap...
Model validation of derivative pricing models has received a burst of renewed interest since the global financial...
As the capital markets continue to adapt to new regulations and their related implications, financial institutions...
While most derivative market practitioners now value their OTC derivatives by discounting with Overnight Index...
Structuring and pricing OTC derivatives can be a tricky task – and things become even more difficult when the...

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