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FINCAD Names Nora Irene Ghartey as Winner of its 2020 Women in Finance Scholarship
Drumroll please… It is my greatest pleasure to announce that we have selected a winner for this year’s Women in Finance Scholarship! Nora Irene Ghartey, a native of Ghana and exceptionally talented young woman, will use the award money to pursue a MSc degree in Financial Mathematics at the London School of Economics and Political Sciences (LSE). At FINCAD, we are committed to helping talented
Women_in_Finance
Managing Volatility Risk During the COVID-19 Crisis
Managing Volatility Risk During the COVID-19 Crisis
In just a few short weeks, the coronavirus has wreaked havoc on our daily lives and the global economy. Market volatility has increased dramatically, mostly due to significant declines, but also due to some recent positive swings. Drastic measures are now being taken to combat the spread of this novel virus. With investors reacting to the latest news of government stimulus, community infection
March 30, 2020
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International Women’s Day: If You Want it, You can Achieve it
International Women’s Day: If You Want it, You can Achieve it
Yesterday we celebrated International Women’s Day, a day where we reflect on women’s achievements and advancements today and throughout history. To mark the occasion, I had the honor of speaking on a panel of women at my Alma Mater, Simon Fraser University (SFU). The panel discussion dealt with ways women can thrive in male-dominated industries. I was humbled to be among some amazing women from
March 9, 2020
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Foundations of MBS Investing
Foundations of MBS Investing
During the 2008 credit crisis, MBS developed a bad rap, and understandably so. But now more than a decade on from the crisis, the landscape is changed such that the diversification benefits and good yield opportunity offered by MBS are recapturing the attention of investors. Of course, contributing to the improved safety record of MBS are now long-standing regulations like Dodd-Frank Wall Street
February 13, 2020
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FINCAD Workshops Cover Curves, Valuation and the End of Libor
FINCAD Workshops Cover Curves, Valuation and the End of Libor
Libor discontinuation is an issue that continues to be top of mind for investors. Quickly approaching, the 2021 Libor phaseout will require a transition to alternative benchmarks, such as SONIA, €STER and SOFR. However, despite this being a huge deal, much of the industry remains unprepared to meet the change. To help our peers get a better handle on the transition, FINCAD recently held an
January 28, 2020
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Why OTC Collateral Needs to Adjust for SOFR Discounting in 2020
Why OTC Collateral Needs to Adjust for SOFR Discounting in 2020
Some big changes are on the horizon for 2020. CME and LCH have both announced plans to change the USD discount rate by shifting their price alignment interest (PAI) to SOFR in October. Unfortunately, many remain unaware that this transition will have immediate impact on the value of OTC Libor swaps. So, what will the CME/LCH changes mean for those affected? For any open positions on CME or LCH
January 7, 2020
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