Exotic Derivatives
| May 16th, 2012 | Understanding the Complex Challenges of CVA Implementation – How Will Your CVA Approach Stack Up? The Basel III CVA deadline is fast approaching. Denny Yu, product manager of Risk for Numerix, explains the quantitative and technological challenges firms face in CVA implementation for both vanilla and exotic derivatives, and the key differences between the standard and advanced approaches for CVA calculations under the Basel III framework. |
| October 25th, 2011 | Apportunity? An App Marketplace for Trading OTC Derivatives A new app marketplace for OTC derivatives that is low cost and regulatory compliant is nearly at hand, but are financial institutions and derivatives users ready for this innovative concept? DerivSource's Julia Schieffer talks to DerivaTrust founders and market participants about this new ‘app swarm’ for trading OTC derivatives. |
| November 20th, 2008 | SunGard Enhances its Reech Analytics Library SunGard has released a new version of its Reech Analytics Library (REAL), a suite of analytics tools for exotic derivatives pricing across multiple asset classes. REAL version 3.4 includes a number of solution upgrades and enhancements including new models for equity-interest rate hybrids and new calculation of Greeks, measuring sensitivity to volatility and interest rate movements |
