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Learning from the Past, Looking Forward
To say 2020 has been a year like no other is an understatement. This year has tested human resolve on a scale many of us have never seen. The coronavirus has directly and indirectly impacted every human on earth. I wish to extend my heartfelt condolences to those who have lost a friend or family member and strength to those who are fighting it. Despite the strong coronavirus headwinds this year
FINCAD_Looking_Forward
Is MBS Investing Picking up Steam?
Is MBS Investing Picking up Steam?
Mortgage-backed securities (MBS) are increasingly falling into favor with today’s investors. The appeal with this structured credit product is that it offers a potentially better payoff than vanilla instruments. However, the flip side is there may be greater risk involved. Thus, in terms of investing, one needs to evaluate the risk/reward profile and determine if MBS is a good fit for their firm’s
November 21, 2019
Blog
The Uncertain Fate of Libor and Non-Linear Derivatives
In the financial sector, swift progress is being made to prepare for Libor’s end. Global regulators are publishing timelines that are quickly advancing us towards a transition to alternative rates like SOFR, SONIA and €STR. It is clear that rapid progress has been made for linear products like futures, swaps, bonds, and loans. But there are still a myriad of challenges that must be addressed for
November 14, 2019
Blog
Time for Change: Transitioning from Libor to SONIA
Some of us recall, when in July of 2017, Andrew Bailey, Chairman of the FCA, gave a speech on the future of Libor. In the speech, Bailey expressed that, “Work must begin in earnest on planning the transition to alternative reference rates that are based firmly on transactions.” This day marked the kick-off the Libor transition. Fast forward a couple of years later, and here we are. Timelines have
October 25, 2019
Blog
Are crypto assets a game changer for investors?
As recent as last year, crypto was not taken as seriously as it is today. But now, cryptocurrencies are increasingly growing in popularity as viable investment assets. The reality is that institutions cannot afford to ignore crypto in our current marketplace. Evidence of crypto’s growth can be seen in the expansion of this nascent asset class. One of the most current developments has been the
October 8, 2019
Blog
Exploring the Challenges of the €STR, SOFR and SONIA Transition
FINCAD recently held a Libor breakfast briefing at the De Nieuwe Poort restaurant in beautiful Amsterdam. The event titled, “Practical Solutions for the €STR, SOFR and SONIA Transition,” was put on in collaboration with organizations, Cardano and TopQuants. I was pleased to learn that the attendees found the presentations informative and the speakers highly knowledgeable on this pressing topic
October 1, 2019
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