More Features/Technology articles
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...
SAS, SunGard, Algo lauded by Chartis
Chicago, home to the futures exchanges, is an obvious draw for fund managers, but the partnership strategies of local players are further opening up the market, suggests Astor's Robert Stein. By Phy...
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.