6 July 2022
The use of relative value credit analytics is not new, but the importance of this methodology has come into sharper focus and has been the subje…
Insights
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6 July 2022
The credit market is undergoing a fundamental shift in the way trades are executed. Until around 20 years ago, most trades were conducted over t…
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6 July 2022
The key objective for a life insurer, pension scheme or asset manager is to ensure there is sufficient cash flow to fund future payment obligati…
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6 July 2022
The equity derivatives market has witnessed significant growth over the past few decades after the publication of the famous option pricing pape…
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6 July 2022
The global convertible bond market, which languished in the doldrums since the great financial crisis of 2008/2009, has staged something of a co…
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6 July 2022
Relative value trading is a popular investment strategy for firms looking to achieve high returns while minimising risk. This whitepaper builds…
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6 July 2022
Portfolio managers and traders that use over the counter (OTC) derivatives often lack an accurate real-time view of the valuations and risk of t…
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19 October 2020
In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure b…
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9 October 2020
The London Interbank Offered Rate, is often referred to as ‘the world’s most important number’, as it is a global benchmark interest rate upon w…
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19 July 2020
The COVID-19 (C19) pandemic has severely affected global markets, causing economic disruption at an unprecedented speed and on a hitherto unknow…
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13 July 2020
Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushe…
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1 January 2020
One of the most talked about topics in the financial markets today is blockchain. The global financial markets are investing in blockchain techn…
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1 January 2020
Over the last 20 years, there have been significant technology advancements in the financial markets. Most recently, the interest in blockchain…
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1 January 2020
Cryptoassets are digital assets which use cryptographic techniques to generate a medium of exchange of financial transactions. Cryptocurrencies,…
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1 January 2020
The Global Financial Crisis (GFC) of 2008 underscored the importance of credit risk in the financial markets. Since 2008, regulatory reform has…