Blog

Would you like to expand your knowledge of key topics in derivatives finance—all in an informal and interactive setting? Then you might want to check out one (or all) of FINCAD’s upcoming workshops. In the coming months, we will be holding a series of complimentary workshops, where we will explore: Python use and best practices, the impact of the end of Libor and how to cope, cashflow, LDI and ALM

The impending phase out of the key benchmark rate, Libor, will bring major changes to discount and forward rates in many countries and regions. In fact, all firms with interest rate exposures will be affected by the transition away from Libor to some extent. For those companies that trade in many different currencies and instrument types, the change will have an even greater impact. In an effort

Do you have interest rate swaps with exposure to Libor fixings beyond 2021? If so, you may have cause for concern. Valuing these positions requires published Libor fixings, and after 2021 Libor is likely to be discontinued. The reality is that these fixings may never arrive. When we reach the point where Libor is no longer published, this will immediately trigger fallback clauses in the existing

The use of the infinitely flexible programming language, Python, is taking off within Finance. In fact, Python is increasingly being used by leading hedge funds and other financial institutions as their multi-purpose tool of choice. And now there is an extensive ecosystem with numerous Python libraries that make data science more accessible to these firms than ever before. In FINCAD’s latest video

Uncertainty surrounding how the industry will transition away from Libor and towards new risk-free rates (RFRs) is starting to dissipate. There is now clarity on legal dates and a clear idea of what a Libor replacement will look like. In FINCAD’s newly released video, Christian Kahl, PhD and I discuss five of the major challenges of the Libor transition and the role that technology will play in