Pricing models
Structured Products Technology Rankings 2012
Original headline:
Source: Structured Products
Operational risk and effective risk management have taken over from exotic innovation in the structured products market. With the barriers to entry still big enough to put off new entrants to the technology...
Original headline:
Source: Risk magazine
It can take hours for traditional bank systems to run portfolio risk models. That’s too slow for some banks, which are now exploring unwieldy – but quick – field-programmable gate arrays. By Clive...
Original headline:
Source: Risk magazine
A host of tasks become magically simpler if their more demanding aspects are ignored. Cooking bouillabaisse is easy if it doesn’t have to taste nice; bullfighting is less dangerous if the torero remains...
Worried about regulation?
Read in-depth analysis of top regulatory issues today!
Find the information you need in articles from across Risk.net on Basel III, the Dodd-Frank Act, and Solvency II.
More Pricing models articles
Asia Risk technology rankings 2011: The results!
Published online only
Source: Asia Risk
Buyouts and divestments were not the only interesting developments shaking up the delivery of risk management, pricing and analytics, and trading technology in the Asia-Pacific region during the past year. New rules and regulations were also a significant...
Technology innovation of the year
Original headline:
Source: Structured Products
Numerix
Multi-currency CSA chaos behind push to standardised CSA
Original headline:
Source: Asia Risk
A major split has emerged between dealers over how to price derivatives backed by multi-currency CSAs. Some banks are looking to arbitrage disparities in valuations as a result, causing back-loading of trades to central counterparties to slow to a trickle....
Behind the curve
Original headline:
Source: Risk magazine
Most major derivatives dealers now accept that collateralised trades should be discounted using the overnight indexed swap rate, while a bank’s own cost of funding should be used for non-collateralised trades. But change has been much slower in South...
The end of the risk-free rate
Original headline:
Source: Risk magazine
Damiano Brigo, Gilbart professor of financial mathematics at King’s College, London, talks to Alexander Campbell
Multi-currency CSA pricing issue needs to be resolved
Original headline:
Source: Risk magazine
Dealers are scratching their heads over how to value certain derivatives products. There is little consensus, and some bankers talk about delving into the deepest, darkest realms of financial theory and modelling. They’re not talking about exotic derivatives...
Multi-currency CSA chaos behind push to standardised CSA
Original headline:
Source: Risk magazine
A major split has emerged between dealers over how to price derivatives backed by multi-currency CSAs. Some banks are looking to arbitrage disparities in valuations as a result, causing back-loading of trades to central counterparties to slow to a trickle....
Forgot your Risk.net password?
Renew your password now!
Make sure you don't miss a day of Risk.net's essential content. Refresh your password today online!
Related conferences
-
Risk & Return Brasil
Brazil, 30th May 2012
-
Risk & Return Brazil
Brazil, 30th May 2012
-
CRO Forum Asia 2012
Singapore, 30th - 31st May 2012
-
FX Week China 2012 - CN
China, 12th Jun 2012
-
Risk & Return Canada
Canada, 20th Jun 2012
Related training
-
Nexus-Risk Training
USA, 26th Oct 2012
-
Operational Risk Management for Energy Companies
UK, 29th - 30th May 2012
-
CVA & DVA risk and return strategies
UK, 18th Jun 2012
-
Central Clearing in Canada: 2012 and Beyond
Canada, 22nd Jun 2012
-
CVA & DVA risk and return strategies
USA, 22nd Jun 2012
Updating your subscription status 
Email alerts
Weekly poll
Technology white papers
Related Jobs
