Whitepapers
Unlock valuable insights into the financial markets with our collection of whitepapers.
The CVA swap market is predicted to play a key role in financial markets in the imminent future. While significant risk transfer and capital relief trade transactions have become established practices, CVA swaps have only recently entered the trading arena.
Banks, investment firms, and other market participants value and manage large notionals of interest rate derivatives, bonds, loans, structured products, and other cash instruments that are sensitive to changes in interest rates.
Building an accurate and robust interest rate curve has significant implications for setting benchmark rates to managing risk.
The main hurdles in transitioning from LIBOR to SOFR are the fundamental difference between the two rates and the need for increased liquidity in the SOFR derivatives market.
This paper examines the distinctive challenges in risk management that commodity trading firms face and how they are responding to such risks to endure market disruptions.
This guide explores the key factors to consider so you can select the right solution that aligns with your firm’s requirements and supports your investment strategies.
Inflation can erode the value of investments and reduce the purchasing power of cash flows, which can be particularly detrimental to fixed-income investments.
This paper explores the key reasons why financial firms establish MRM frameworks and describes the transition from ad hoc individual model analysis to formal firmwide model governance and validation functions.
The adoption of algorithmic trading, systematic market-making strategies and advanced trading protocols requires firms to embrace new technologies.
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