On-Demand Webinar Archive

Model validation of derivative pricing models has received a burst of renewed interest since the global financial...
Structuring and pricing OTC derivatives can be a tricky task – and things become even more difficult when the...
Most derivative market practitioners now use Overnight Index Swap (OIS) curves for their discounting curves when...
While stress testing is a requirement for banks – prescribed by regulators and then scrutinized by shareholders –...
Over the last several years, many insurance companies have fundamentally changed the ways they manage volatility...
The practice of incorporating Funding Valuation Adjustment (FVA) into derivative prices has been hotly debated...
Robust quantitative models have been an essential component of risk management and analysis for decades, but have...
The Dodd-Frank Act requires swap dealers and many of their clients to clear eligible Interest Rate Swaps through...
As the insurance industry continues to drive toward more comprehensive risk management strategies, advanced...
Advanced variable annuity product designs have furthered the demand for sophisticated modeling techniques, beyond...

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