Baseline Capital Limited has announced completion of the development stage of its Basel II data pool solution.The company, launched in 2003, develops Basel II solutions for the UK financial services industry. It provides the only pooled end-to-end credit risk solution, which supplies practical compliance for mortgage lenders. Baseline also offers data exchange, benchmarking, management information and key performance indicator data.
More on Risk Management
In this paper, we clarify the relationships among popular methods for pricing European options based on the Fourier expansion of the payoff function (iFT method) and the simlified trapezoid rule.We suggest...
We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy processes)....
Observing prices of European put and call options, we calibrate exponential Lévy models nonparametrically. We discuss the efficient implementation of the spectral estimation procedures for Lévy models...
Sign up for Risk.net email alerts
Sponsored webinar: IBM
Watch highlights of this year's London conference
Operational risk and the challenges of defining and dealing with conduct risk
Watch discussions and speakers from our North America conference
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.