This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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country focus: switzerland
Nosheen Khan, vice president, structured credit valuations at Markit, examines the base correlation mapping methods for implying bespoke collateralised debt obligation (CDO) correlations from stand...
It may be accepted wisdom and proven fact, that the implied correlation that results from a dispersion trade does not equal the price of a correlation swap in the market, but AXA Investment Managers...
russia equity long/short
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.