A fragmented view
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
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More Opinion/Derivatives articles
Variable annuity products must avoid the derivatives witch hunt
A cross-section for CVA
Bucking the trend
Post-crisis regulation tends to be spoken about in pretty cold, impersonal terms – the pressure on bid-offer spreads or return-on-equity, for example. It’s easy to forget there is another type of...
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.