Blog

It’s no secret that mortgage-backed securities (MBS) have become a safer investment than they were in the years immediately following the crisis. Today investors are adopting more sophisticated trading strategies involving complex investments like MBS, and are generating significantly better returns in the process. However, because MBS are unique and complex instruments, often market participants

With financial investments, there are two ends of the spectrum—tangible assets and arbitrary contractual claims. Various well-known products live on the spectrum between them, and over its life-cycle, a trade can move from one end to the other. Very different modeling and analytics are needed for these two worlds, and modern regulatory requirements add additional complexity and the need to handle

Here at FINCAD we are celebrating the end of a very productive year. Most of us are wrapping things up and getting ready for a well-earned holiday break full of relaxing family time and sipping eggnog. But before we go, we’d like to do a year in review of our most popular blog posts of 2017. The below ten blogs were the most viewed of 2017, according to our analytics. Be sure to check them out if

Last month, FINCAD presented at the 5th Edition Fair and Prudent Valuation for Derivatives conference in London. For those unfamiliar with the event, it covered how firms can practically optimise valuation governance to best incorporate the latest XVAs and regulatory requirements. In my opinion, the conference was a great success. We heard from several knowledgeable speakers who gave practical

Thin investment returns, shifting regulations, and tight operating margins are forcing buy-side firms to modernize their investment technology to stay competitive. These firms’ major technology obstacles to growth include error prone spreadsheets, inflexible in-house software and disparate legacy systems. We recently held a webinar to explore how top-performing buy-side firms are overcoming these