More Resources & Solutions

Presented at Numerix next 2017 | October 2017
This presentation entitled “Update on SIMM and Margining” was given...
The End of LIBOR: Implications and Preparing for 2021
In July the FCA secured the final nail on LIBOR’s coffin as...
The xVA Transformation: Market Perspectives and Best Practices
xVA has been a part of the derivatives conversation...
If firms are to meet the market’s requirements for the future, the steps to transform a legacy risk environment...
The Fundamental Review of the Trading Book (FRTB) is one of the biggest and most significant market risk...
MVA: Rationale and Practical Calculations as Margining Rules Tighten
In the wake of regulatory initial margining...

Tough decisions often force us to leave our comfort zones. Almost as often, they’re an impetus for growth. For...
Presented at the Il Congreso Latinoamericano de Riesgos | August 2017
Dada la importancia que está teniendo el CVA...
Risk.net | August 18, 2017 | Louie Woodall and Luke Clancy
Andy McClelland, Director of Quant Research contributes...
Risk.net | August 10, 2017 | Louie Woodall
Andy McClelland, Director of Quant Research speaks with Risk.net for...

Pages