LIBOR Alternative Rates - The Transition and the Future of OTC Derivatives Pricing and Curve Construction
The development of new references rates alternative to LIBOR are expected to have direct consequences for derivatives contracts, particularly for those that do not mature until after 2021. This white paper discusses these issues and the preparations derivatives market participants should consider…
This white paper explores the areas that will most likely be affected by the replacement of Libor with new benchmarks. It further proposes solutions on how to make the transition easier as well as more cost-efficient.
This white paper explores the evolution of the distributed ledger technology (DLT) phenomenon as well as its barriers to adoption. It further examines how blockchain can provide organisations with a solution to some of the issues facing the derivatives market.
This white paper takes a closer look at what is becoming an ever more increasing universe of high touch transactions, such as OTC derivatives, moving on screen—and the drivers behind this trend. It further explores the role these influencers play in generating a rise in electronic trading.
This white paper provides an overview of LIBOR’s history, what’s motivating its disappearance, the implications for legacy contracts, and what is important when preparing for 2021.
This white paper explores how the sheer speed of the triCalculate engine allows for full valuation in every step to guarantee accelerated Margin Valuation Adjustment.
This white paper explores how to develop a framework that addresses the probability-weighted aspects of IFRS 9 and answers questions about the practical use of alternative scenarios.
This white paper focuses on the cash flow matching approach to portfolio management; how interest rate derivatives can be used within that process; and where the investment manager can add value for its insurance clients.
Free webinar: Fundamentally challenging – how banks are getting to grips with the Fundamental Review of the Trading Book.
With regulators rushing to complete their overhaul of trading book rules by year-end – and a recently launched impact study the last chance to assess and amend the framework – the industry is taking a closer look at the current proposals. Many banks are worried by what they see.
Exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference
Risk and Hedge Funds Review are delighted to provide you with exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference – the 1st event for leading thinkers of risk and portfolio management with in Hedge Fund and Asset Management industry.