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IBOR could help avert a collateral squeeze

September 2, 2014

Buy-side firms have been urged to embrace the Investment Book of Record (IBOR), a single source of portfolio calculations across asset classes, if they are to avoid a potential ...

Buysiders avoid SEFs with non-standard swaps

September 2, 2014

Up to three-quarters of interest rate swaps executed by US buyside firms are being structured in a way that avoids Dodd-Frank requirements for trading standardised derivatives...

'Too big to fail' could be slapped on more non-banks

September 2, 2014

Top financial regulators will meet next week to discuss identifying non-bank financial companies a threat to the entire financial system and subjecting them to tighter...

Videos

Quants Hub Video: Collateral Optimization in Light of Credit Risk Regulation and Clearing, Dmitry Pugachevsky

This pre-conference workshop by Dmitry, Pugachevsky, Director of Research, Quantifi, was filmed for ‘Quants Hub’ as part of the WBS Fixed Income Conference, USA

Please register on ‘Quants Hub’, a comprehensive online platform for Quantitative Analysts, Risk Managers, to view the full pre-conference workshop.

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