Quants find way to streamline future value calculations for exotic
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Exotic derivatives articles
Exotic commodity derivatives will become even less attractive to the Asian market following Ice's move to transform swaps to futures
Vote now in the 2011 Commodity Ranking poll, organised by Risk and Energy Risk magazines, for your top counterparty dealers.
Events over the past three years have generated extreme levels of volatility in the commodities arena. In this article, Standard Chartered provides companies and investors with some keen advice on h...
HSBC Global Markets has restructured its derivatives sales in London, aligning its flow sales with equity sales and separating out its exotics business. Amilcare Police, previously head of vanilla and...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.