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Thriving Amidst Volatility in the Energy Markets
The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the role of counterparty credit risk in helping firms stay competitive.
A New Year in Risk Management with SOFR
Jonathan Rosen, PhD, analyzes what’s ahead for the SOFR benchmark interest rate in 2022 and how you can cope with upcoming changes.
January 13, 2022
SOFR Transition: What are the implications for derivatives, loans and fixed income?
FINCAD and Tradition recently hosted a joint webinar, SOFR Transition: Current and Future Implications for Derivatives, Loans and Fixed Income . I had the pleasure of co-presenting with Chris McGuigan of Tradition, as we discussed the unfolding events happening now as the US transitions from Libor to SOFR. The US is currently accelerating its pace to replace the Libor interest rate benchmark. As a
October 26, 2021
FINCAD Names Diana Laura Alvarez Vizcarra as Winner of its 2021 Women in Finance Scholarship
I am pleased to announce the winner of this year’s Women in Finance Scholarship! Diana Laura Alvarez Vizcarra , a native of Mexico, will use the award money to pursue a MSc degree in Computational Financial Mathematics at the University of Edinburgh. The FINCAD Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000
September 1, 2021
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
July 6, 2021
FINCAD 2021 Women in Finance Scholarship Now Accepting Applications
I am excited to announce that today we begin accepting applications for FINCAD’s 2021 Women in Finance Scholarship ! This scholarship acknowledges outstanding women aspiring to advance their education with the goal of pursuing a career in financial asset management, market risk management or derivatives finance within the capital markets. At FINCAD, we take immense pride in helping accelerate the
May 4, 2021