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CFA NY Panel Discusses Modeling Implications for Libor Cessation
I recently had the opportunity to participate in a panel for CFA Society NY, as part of their Libor Transition Series. Conversation centered on “Modeling Implications for Replacement Rates for Libor.” I was in good company with host, Peter Went, PhD, lecturer at Columbia University, Fabio Mercurio, Global Head of Quantitative Analytics at Bloomberg, and Agha Mirza, Managing Director and Global
CFA_Libor_Panel
Libor_Webinar_Post
Top Webinar Takeaways: A New Look Inside the Libor Transition
In a recent webinar, FINCAD and TP ICAP brought together their collective experience in helping firms optimally navigate the Libor transition. “A Look Inside the Libor Transition: Combining High Quality Market Data and Powerful Financial Analytics,” featured speakers, Irina Orlova, CFA, Senior Product Manager, Risk at TP ICAP Data Analytics, and Jonathan Rosen, PhD, Product Manager, Quantitative
November 24, 2020
Blog
SOFR
Managing the ‘Big Bang’ of the SOFR Transition
Last weekend, the clearing houses changed their pricing methodology on $80 trillion in Libor interest-rate swaps by switching to a new benchmark rate, known as the secured overnight financing rate, or SOFR, for the purpose of discounting the cashflows. Previously the Fed Funds rate was used for discounting. The switch, which was referred to in a recent Bloomberg article as a “big bang” is
October 22, 2020
Blog
Partnerships
Making Technology Partnerships Work!
The world is changing fast! It’s becoming easier than ever, at least technologically speaking, to partner with best of breed solution providers to deliver functionality that will delight your clients. From boosting speed to market for feature sets and new products, to meeting immediate client needs, most companies realize they need to work with an ecosystem of trusted providers. And, it can be an
September 28, 2020
Blog
Python
5 Ways Python Can Take Your Firm to the Next Level
Python is rapidly becoming the world’s most popular programming language. Its versatility and ease of use have promoted extensive adoption throughout the financial industry. And it’s safe to say that Python has become the multi-purpose tool of choice for quantitative analysts and other financial technologists worldwide. So, why has Python seen such rapid adoption in the financial industry? Here
August 26, 2020
Blog
Cloud_Trends
Top Cloud Trends in the Financial Industry
Cloud platforms have become the dominant force in the technology industry. In fact, the public cloud is where the majority of new firms deploy their applications and servers. Much has been written in the last decade about the numerous benefits of cloud computing, and the drawbacks are mitigated more and more each year. FINCAD has embraced cloud platforms and for many years used them to develop
August 18, 2020
Blog