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News > Quantifi's Director of Rates Products, Peter Decrem, to present at the Industrial-Academic Forum on Credit-Hybrid Risk |
April 2010 - Quantifi's Director of Rates Products, Peter Decrem, to present at the Industrial-Academic Forum on Credit-Hybrid Risk
Overview
The objective of this forum is to present selected current research and applications pertaining to three important niches of financial markets: equity-to-credit universe, counterparty risk universe and the universe of hybrid instruments. The invited speakers are a select group of practitioners and academics, whose research sets the frontiers of the three niches. The most recent theoretical results will be confronted with practical needs of financial institutions and regulators.
Mr. Decrem will be presenting on: “Computational support for hybrid securities.”
For more information, please visit The Field's Institute |
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Highlights
Quantifi has extended
the functionality of its credit derivative valuation software
to include the ability to price loan credit default swaps (LCDS)
and tranches on LCDS (Synthetic CLOs).
“Rapid growth in the LCDS market created immediate trading
opportunities. Quantifi has responded to our needs for new models
and tools for this market with impressive speed. We have come
to expect this level of responsiveness and commitment from Quantifi”,
said Rizwan Akhter, Structured Credit Portfolio Manager at DiMaio
Ahmad Capital – a New York based alternative investment
management firm.
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