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The Standard Initial Margin Model (SIMM), produced by ISDA, provides a methodology for the calculation of initial margin (IM) for uncleared swaps that complies with margin requirements for non-centrally cleared OTC derivatives in the US, European Union (EU), and Japan. The aim of SIMM has been to reduce the number of disputes over margin calculations. Voltaire Advisors recently hosted a webinar

Accurate curve construction is an integral part of any investment firms’ success. The effort of creating truly accurate curves pays off by helping you correctly price trades and measure risk consistently across your portfolio — and thus make better decisions that lead to better returns. However, market changes such as negative interest rates, OIS discounting and greater regulation around margining

Back at the end of the 1970’s, when I started my first job in the financial industry, I found two things on my new desk; a quote terminal and a large tabletop ashtray. All the desks had those two things and both were heavily used. If a person didn’t have a cigarette in his mouth, a lit one was burning in his ashtray. One guy whose desk was just behind me was really a focused participant in the

Last week saw FINCAD host a breakfast briefing with HFM Week. Over 70 people attended the event, titled, “ Mitigating operational risk from back-office to front.” Attendees heard from several industry experts, including FINCAD’s Christian Kahl, PhD, Director of Quantitative Analytics. Speakers discussed key best practices that leading hedge funds are using to overcome their biggest challenges

I am very proud to announce that FINCAD has again been recognized as one of BC’s top employers of 2018. Organized by the editors of Canada’s Top 100 Employers, the competition recognizes British Columbia employers that are leading their industries in offering exceptional places to work. This marks the tenth time FINCAD has been acknowledged with an award by Canada’s Top 100 Employers. There are