Over time, the range of pricing models has grown steadily, both as new types of derivatives have been introduced and as weaknesses in previous models have been identified.
Whitepapers and articles providing insight on key topics related to the financial markets.
This whitepaper provides an overview of the exigencies of this instrument, the reasons for its resurgence and whether the trend will continue in light of the current inflationary environment.
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.
Although markets are less volatile than they were in the teeth of the COVID-19 gale that blew in March and April 2020, there are still plenty of factors which could introduce new volatility.
This paper demonstrates that accurate, real-time pricing for a portfolio of derivatives can be generated locally or in the cloud using AI technology.
Operational readiness is specific to each institution and has to be complemented by technological and regulatory developments and fine-tuned to the ongoing changes in market infrastructure.
As banks look to reduce, mitigate, and optimize XVA and other capital charges, they are making investment in XVA capabilities in an attempt to solve the computational challenge of simulating a full universe of risk factors.
With COVID-19 continuing to negatively affect the global economy, trading HY indices in the near future is not for the fainthearted and requires best-in-class models and systems.
Proper evaluation and provision of liquidity risk is not a quick fix; it requires diligent contemplation of needs, and a reliable partnership with the right technology and data provider.
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