Risk has recently carried much debate about the curves to be used for discounting derivatives transactions. Lindsey Matthews and Luca Bosatta present a related new methodology for calibrating credit curves...
Prominent financial institution failures reminded market participants that over-the-counter derivatives bring counterparty credit risk. Even as these markets move towards settlement through clearing houses,...
More Lindsey Matthews articles
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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