Featured Model Risk Research & Insights

Newsletter Issue – Dec 11, 2019
Thinking Derivatively - December 2019 Issue

In this issue: SOFR, Initial Margin, Managing Structured Notes

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Newsletter Issue – Nov 5, 2019
Thinking Derivatively - November 2019 Issue

In this Issue | SOFR Switch, XVA Today, A Digital Front Office

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Newsletter Issue – Oct 8, 2019
Thinking Derivatively - October 2019 Issue

In this Issue | Structured Products, XVA and Initial Margin

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Newsletter Issue – Sep 10, 2019
Thinking Derivatively - September 2019 Issue

In this Issue | XVA State of Play, Building Curves in Python

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Newsletter Issue – Aug 12, 2019
Thinking Derivatively - August 2019 Issue

In this issue: Special Issue on the Many Benefits of Managed Services

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Newsletter Issue – Jul 17, 2019
Thinking Derivatively - July 2019 Issue

In this issue: New E-Trading Study, Structured Notes Update, NEXT

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Newsletter Issue – Jun 10, 2019
Thinking Derivatively - June 2019 Issue

In this issue: E-Trading Trends and Challenges; XVA Trends for 2019

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Newsletter Issue – May 7, 2019
Thinking Derivatively - May 2019 Issue

In this issue: Will LIBOR’s Phase Out Force a Phase In of New Technology?

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Newsletter Issue – Apr 10, 2019
Thinking Derivatively - April 2019 Issue

In this issue: Front Office Technology, XVA In 2019, LIBOR Transition

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More Model Risk Research & Insights

Thinking Derivatively - March 2019 Issue


  MARCH 2019 NEWSLETTER

Are the Forces Transforming the Capital Markets Impacting Your Business?
Market...
Thinking Derivatively - February 2019 Issue


  FEBRUARY 2019 NEWSLETTER

Progress of Alternative Reference Rates Towards Readiness for LIBOR Decommission
The...
Thinking Derivatively - January 2019 Issue


  JANUARY 2019 NEWSLETTER

A Strategy for Capital Markets Success in 2019 and Beyond
Transformative forces are...
Thinking Derivatively - December 2018 Issue


  DECEMBER 2018 NEWSLETTER

Dear Reader,
As 2018 is coming to a close, I want to take this time to say thank you...
Slide Presentation | Margin Valuation Adjustment: Initial Margin for Client Trades & Dynamic Hedges
Presented at Risk USA | November 2018
This presentation entitled “Margin Valuation Adjustment: Initial Margin for...
Thinking Derivatively - November 2018 Issue


  NOVEMBER 2018 NEWSLETTER


Mark your calendars for our upcoming LIBOR webinar series!
Market participants have...
Thinking Derivatively - October 2018 Issue


  OCTOBER 2018 NEWSLETTER

Why We're Putting Front Office Risk Transformation into Focus
The dynamics of the...
Thinking Derivatively - September 2018 Issue


  SEPTEMBER 2018 NEWSLETTER

Industry Transformation│| Adapting to Change in the Electronic Fixed Income and OTC...
Thinking Derivatively - August 2018 Issue


  AUGUST 2018 NEWSLETTER

XVAs in Practice | Charting a Course for

a Successful XVA Program
This new...
Thinking Derivatively - July 2018 Issue


  JULY 2018 NEWSLETTER

Market Developments | LIBOR Alternative Rates: The Future of OTC Derivatives Pricing
The...

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