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Exploring FRTB's Fragmented Implementation Across Jurisdictions
The fragmented implementation of the Fundamental Review of the Trading Book (FRTB) across various jurisdictions poses major challenges for global financial institutions. Dissimilar go-live timelines and rules are leading to inconsistencies in capital requirements and regulatory burdens. Learn about FRTB complexities in our blog.
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Why Working at FINCAD is Pretty Great
I couldn’t be more pleased to announce that FINCAD has been recognized again as one of BC’s top employers of 2017. Organized by the editors of Canada’s Top 100 Employers, the competition recognizes British Columbia employers that offer exceptional places to work. This marks the eighth time (in the last 9 years) that FINCAD has been acknowledged with this distinction. You may be wondering, “What
March 23, 2017
Blog
What’s Next for US Mortgage-Backed Securities?
I recently had the opportunity to host a live Q&A session on mortgage-backed securities (MBS) with FINCAD’s Eric Peng and Eknath Belbase, PhD, of Andrew Davidson & Co., Inc. (AD&Co). The speakers took on the audience’s most pressing questions around MBS current trends, best practices and modeling. Below is an excerpt of topics covered during the live(ly) event. Question: The Fed is now thinking
March 14, 2017
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3 Trends Driving the Buy-Side to Multi-Asset Trading
In the quest to generate alpha and improve investment returns, more buy-side firms are adopting multi-asset trading. In this blog post, I will discuss the three major global trends that are driving this shift and their impact on requirements for portfolio and risk management, based on findings from a recent Aite Group survey. 1. Global Market Trends Over the last several decades there has been a
March 7, 2017
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MBS Modeling 101
MBS Modeling 101
In recent years, trading mortgage-backed securities (MBS) has gained increased popularity. This trend is largely due to financial institutions embracing more sophisticated investment strategies, involving new and diverse asset classes, as they work to boost investment returns. The good news is that today MBS are a much safer investment type than they were in the direct aftermath of the credit
March 1, 2017
Blog
Does your Valuation and Risk System Have the Right Stuff?
For buy-side firms, low yields and negative interest rates are one of the biggest challenges to generating satisfactory investments returns. For this reason, more traders and portfolio managers are seeking to improve returns with more complex strategies requiring new asset classes and derivatives. Results of FINCAD’s recent Capital Markets survey validate this trend. For this study, we interviewed
February 21, 2017
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