Quantifi's annual trading and risk conference at The Yale Club in New York brought together delegates from across the industry to discuss significant risk transfer, credit risk transfer and the current macroeconomic trends.
This panel explored how these transactions help banks optimize capital, enhance liquidity, and meet regulatory requirements while offering compelling returns for risk buyers.
Speakers
This webinar explained why building issuer CDS curves from bond prices matters, highlighting differences between bond-implied spreads and Z-spreads, and the added challenges of constructing consistent curves, particularly for callable bonds.
In this video, the panel discuss the opportunities emerging in synthetic risk transfers, while also considering the broader SRT developments and structural innovations.
In this video the panel discuss the future of credit risk management and valuation adjustments (XVAs). As markets become more complex, mastering credit risk and XVA integration is key to staying competitive.
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