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FINCAD’s on-demand webinar, Improve Trading Performance with Faster Risk Analytics, explores the importance of calculation speed, accuracy and coverage in driving improved trading decisions. Guest speakers include Jeffrey Kutler, Editor-in-Chief of Risk Professional at GARP and Russell Goyder, Director of Quantitative Research and Development at FINCAD. During the presentation, Kutler remarks that

FINCAD recently held a webinar, Mastering Negative Rates, to discuss how negative rates came into existence, and offer best practices for modeling them. Guest speakers included Hugh Stewart, Research Director at Chartis Research and Russell Goyder, PhD, Director of Quantitative Research and Development at FINCAD. Once thought to be impossible, negative rates are now common in many European

FINCAD was featured in a recent Risk.net article, Structured Products Desks Join the AAD revolution. The article discusses how derivatives dealers are now electing to apply adjoint algorithmic differentiation (AAD) to complex pricing and analytics problems. FINCAD has been a pioneer in this area, having incorporated its own implementation of AAD into its F3 Platform, which it launched in 2010

In late June, FINCAD sponsored The 2nd Annual Practitioners’ Forum on Valuation & Pricing for Buy-Side Firms. The aim of the London-based conference was to explore the governance and risk management challenges facing today’s buy-sides as they seek to meet regulatory expectations for valuation under AIFMD, OTC reform, EMIR and Solvency II. One highlight of the forum was an insightful presentation

Many of us are now quite familiar with the standard narrative of “dual curve” bootstrapping – how in the good old days before the credit crisis, there was the One True Curve and the One True Price for a swap, how everyone funded at LIBOR and life was pretty simple. Of how, in the wake of the Lehman Brothers collapse in September 2008, the Libor-OIS basis widened to 365bps, from typical values of