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Over the last few years, buy-side firms have increased their use of securities with embedded options such as callable, puttable and convertible bonds, ETF’s and asset-backed securities. They have also begun to embrace derivatives for hedging their portfolios. When investing in securities with optionality or complex risk profiles, it is important to consider all aspects of the risk profile and how

Excel remains a vital tool in buy-side trading and risk management operations. Try to pry it away from anyone who analyzes data in any capacity, and you may very well lose your hand. But the fact is that long-running compliance and operational issues with Excel continue to plague buy-side firms. Traditionally buy-side portfolio and risk managers have relied on Excel-based solutions to gain the

In three years time, there is a possibility that published Libor rates will be officially discontinued. This will come as a major upset to financial institutions and commercial investors alike, as historically Libor has played a significant role as a benchmark rate. Additionally, since many financial models rely on Libor for fair-value pricing and risk management, investors can expect to face

Recent research by Greenwich Associates shows that buy-side firms are seeking more flexibility in their risk technology. In fact, of those surveyed in the buy-side RiskTech study: 39% reported they want a greater ability to slice and dice data, 37% wanted to overcome challenges with integrating different systems, and 31% desire more flexibility to model curves any way they choose. For the majority

By now most of us are aware of the many advantages of Python. After all it is one of the world’s most popular programming languages for a reason. Python’s appeal stems from it being so high level, in that it is very easy to learn and use. Users can literally learn the basics within a couple hours and begin coding. As a scripting language, it is also versatile. Its usage runs the gamut from