Sep 16, 2015

The Watch List | Interest Rate Watch, New KVA Study

In this weekly news series Jim Jockle, CMO of Numerix tackles the top news items impacting the state of the global financial markets. September 17th edition: Interest Rates: perspectives from the Bank of England's latest announcement and what's on deck from the Fed, Apple as a key underlying in structured products and ETFs and a new study from Risk Magazine on KVA examining how banks are pricing and managing capital costs into their derivatives trades.

Weigh in and continue the conversation on Twitter @nxanalytics, LinkedIn, or in the comments section.

Blog Post - Aug 31, 2011

Advanced Valuation and Risk Modeling for COE- Structured Notes for the Brazilian Market

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