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FINCAD Names Diana Laura Alvarez Vizcarra as Winner of its 2021 Women in Finance Scholarship
I am pleased to announce the winner of this year’s Women in Finance Scholarship! Diana Laura Alvarez Vizcarra, a native of Mexico, will use the award money to pursue a MSc degree in Computational Financial Mathematics at the University of Edinburgh. The FINCAD Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000
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Foundations of MBS Investing
Foundations of MBS Investing
During the 2008 credit crisis, MBS developed a bad rap, and understandably so. But now more than a decade on from the crisis, the landscape is changed such that the diversification benefits and good yield opportunity offered by MBS are recapturing the attention of investors. Of course, contributing to the improved safety record of MBS are now long-standing regulations like Dodd-Frank Wall Street
February 13, 2020
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FINCAD Workshops Cover Curves, Valuation and the End of Libor
FINCAD Workshops Cover Curves, Valuation and the End of Libor
Libor discontinuation is an issue that continues to be top of mind for investors. Quickly approaching, the 2021 Libor phaseout will require a transition to alternative benchmarks, such as SONIA, €STER and SOFR. However, despite this being a huge deal, much of the industry remains unprepared to meet the change. To help our peers get a better handle on the transition, FINCAD recently held an
January 28, 2020
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Why OTC Collateral Needs to Adjust for SOFR Discounting in 2020
Why OTC Collateral Needs to Adjust for SOFR Discounting in 2020
Some big changes are on the horizon for 2020. CME and LCH have both announced plans to change the USD discount rate by shifting their price alignment interest (PAI) to SOFR in October. Unfortunately, many remain unaware that this transition will have immediate impact on the value of OTC Libor swaps. So, what will the CME/LCH changes mean for those affected? For any open positions on CME or LCH
January 7, 2020
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Celebrating a Season of Giving
Well, here we are! 2019 is drawing to a close and the offices at FINCAD are abuzz with holiday cheer. Many of us are getting ready to sign off for Christmas break and enjoy some quality time with our families and friends. With this being a season of giving, I’d like to talk about why I am proud to work for a company that values giving back. Our culture at FINCAD is one that embraces opportunities
December 18, 2019
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Industry Events take on the Technology Impact of the Libor Replacement
As the 2021 deadline approaches, the financial sector is abuzz with preparing for the end of Libor. Certainly, there are a myriad of business, operational and IT considerations that firms must tackle in order to ready themselves for the transition to new risk-free rates (RFR’s). Recently I had the pleasure of participating on the panels for two London-based events focused on Libor replacement. The
December 11, 2019
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