This white paper details the challenges ahead, and shows how the application of workflow, and document collaboration technologies coupled with artificial intelligence (AI), can help manage these challenges and facilitate LIBOR transition at scale.
This paper discusses the differences between OIS curves and SOFR curves, the impact of SOFR discounting on future cashflows, the dynamics of SOFR discounting risk, and the replacement of LIBOR with SOFR as the underlying of the derivatives market.
This white paper discusses the potential impact of UMR on portfolios, profitability, strategy and resource. If further highlights key decision stages in best-practice UMR planning and compares the evolving strategies of in-scope banks and buy-side firms.
This Fitch Ratings white paper examines a portfolio of ‘BBB’ category corporate issuers in the U.S. and Europe in the context of differences in the composition and concentration of ‘BBB’ issuance; transition and default (T&D) patterns in past economic downturns; and issuers’ current leverage and…
After 2021, the UK’s FCA will no longer compel banks to use LIBOR as the benchmark for short-term interest rates. In this Q&A, James Jockle, Chief Marketing Officer and Ping Sun, Senior Vice President of Financial Engineering at Numerix discuss the true impact of LIBOR’s end on curve instruments.
This paper introduces a different recovery forecasting methodology for LGD (loss given default) parameter and explores stochastic forecasting with details of how to calibrate the model.
This white paper assesses the scale of the collateral management challenge and considers how firms can best prepare for the future by building greater flexibility around collateral management systems and processes.
With budgets and resources under pressure, and traditional systems struggling to cope with data volume and complexity, this white paper considers how banks can leverage new technologies to gain a more consistent view across the trades in their portfolios, saving time and money in the process.
This XVA forum features a panel of industry leaders assessing the major factors driving XVA adoption today.
This white paper examines the state of the XVA space. It explores how market participants are grappling with the conceptual and practical challenges of MVA, which XVAs are most important now, and how cloud-based solutions could be beneficial for XVAs.