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CMBS Market on Track for Reinvigoration in 2025
As we approach 2025, the Commercial Mortgage-Backed Securities (CMBS) market is experiencing a resurgence in activity. This blog gives highlights of the current CMBS market, based on takeaways from the recent ABS East structured finance event.
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The Impact of Regulation on the Buy-side and Sell-side
As a continuation of our five-part video series featuring John Hull, PhD and Alan White, PhD, FINCAD questioned the thought leaders on how regulation is affecting buy and sell-side organizations. “Right now, regulations are changing things quite dramatically for buy and sell-sides. I think we are going to see more products going through central clearing parties (CCPs), which are really just like
April 26, 2016
Blog
5 Ways FINCAD Helps Make Your Derivatives Business Better
We consistently hear the same story from our clients: FINCAD valuation and risk helps them drive competitive advantage for their derivatives business. What does this mean, you ask? Good question. Let’s be honest: our clients have successful businesses already. FINCAD just helps make their businesses better. We provide our clients with the business intelligence they need to outpace their
April 21, 2016
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Hurdles Facing Practitioners in OTC Markets
FINCAD recently sat down with industry thought leaders, John C. Hull and Alan White to get their perspectives on the primary challenges facing market practitioners in the OTC markets. Both were in agreement that, in recent years, the largest hurdle has been a dramatic increase in regulation. Before the crisis, the OTC Market was largely unregulated. But since then, a huge amount of regulation is
April 12, 2016
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2016 FINCAD Women in Finance Scholarship Recipient Advances Knowledge in Rare Event Detection and Market Destabilization Phenomena
Today FINCAD named Parisa Golbayani the recipient of the 2016 FINCAD Women in Finance Scholarship. Golbayani will receive USD $10,000 to apply towards pursuing her PhD in Financial Engineering at the Stevens Institute of Technology. FINCAD’s annual scholarship program is aimed at encouraging and supporting exceptional women in finance, particularly in the areas of derivatives and financial risk
April 7, 2016
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Valuing Rates Derivatives Using OIS Discounting
LIBOR has traditionally been the most important interest rate for derivatives traders. LIBOR quotes for a variety of maturities in a variety of currencies are produced every day by the British Bankers’ Association based on submissions from a panel of contributing banks. They are estimates of the unsecured rates at which AA-rated banks can borrow from other banks. In recent years more attention has
April 5, 2016
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