Delegating Emir reporting may cause more problems than it solves
Sponsored feature: Numerix
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)
More Derivatives pricing articles
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
OTC commodity swaps valuation, hedging and trading
Pricing and valuing derivatives has become a thornier problem as the product spectrum has widened. The obvious solution, a library of product-specific analytics, faces a challenge of its own – namely,...
The FVA debate continues
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.