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Consensus and Disagreement FINCAD sponsored a panel discussion titled “Margin Requirements for Non-centrally Cleared Derivatives,” which was hosted by Lepus on April 30, 2014 in New York. Panelists and audience members seemed to agree on what brought us to this point, with the Lehman Brothers and the post-crisis environment leading to the 2009 G20 set of reforms morphing into margin requirements

The buy-side’s appetite for areas that were originally dominated by banks is kicking into high gear. According to Pricewaterhouse Coopers, the industry could be managing $100 trillion by 2020, which further paints a golden era for the industry ahead. With growth in the industry starting to balloon, international regulators are reviewing asset managers, especially those classified as “large asset

FINCAD participants just returned from sunny Dubai where we co-sponsored the IIR Risk Middle East 2014 conference. More than 70 risk professionals, primarily from the MENA region, participated in this two-day event. The morning of Day One focused strictly on regional and international regulatory issues and included a roundtable discussion of CRO’s from Qatar, UAE, Kuwait, Bahrain, and the U.S.A

It’s been long debated that swap reforms and newly ushered rules for banks could not only be lengthy and costly for compliance, but also hurt end-users. A fragmented market and the reduction of liquidity are also among the growing concerns according to the ISDA during its 29th annual meeting last week. While the ISDA remains hopeful that these issues will be fleeting, the end-user impact from

This is the third of three posts on the topic of Models. In the first, I argued that common usage of the word "model" is too narrow, and defined a Model as: Model: The set of modelling assumptions required for a valuation. In the second, I made this idea more concrete, describing what you should expect from a Model implementation and giving some example Models. In this post, I'm going to throw