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 white paper gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
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 explores how process improvement through new technology can lead to better integration and transparency, as well as deeper insights across departments.
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.
This white paper examines why hedge funds in the credit space frequently end up with a patchwork of infrastructure that is expensive to maintain and difficult to scale; and how funds can overcome these issues with a more holistic and modular approach.
This white paper explains why insurers should be taking action now to prepare for the new requirements, and what to look for in an IFRS 17 solution.
This white paper examines the top three triggers for window dressing and portfolio pumping. It further provides recommendations firms should abide by to instil investor confidence and ensure global regulatory compliance.
Market Response to Recent FOMC Rate Decisions - How Markets Behave Before & After Fed Rates Decisions
This white paper provides a review of how markets behave before and after Fed rate decisions and explores the impact of Fed rate decisions to market pricing.
This white paper discusses the steps to enabling full compliance with current regulations in Asia-Pacific. It further examines the challenges associated with new regulations and establishing a robust framework to respond to future regulatory change.