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How to Use Swaps to Hedge Interest Rate and Inflation Risk in Muni Bond Portfolios

For investors looking to diversify their portfolios with potentially lower risk, municipal (muni) bonds are becoming an increasingly attractive investment option. In this blog, we explain how muni bond investors can use swaps to hedge their exposure to interest rate fluctuations and inflation expectations, which have been the main drivers of muni bond market performance in 2024.

CFA NY Panel Discusses Modeling Implications for Libor Cessation

I recently had the opportunity to participate in a panel for CFA Society NY, as part of their Libor Transition Series. Conversation centered on “ Modeling Implications for Replacement Rates for Libor.” I was in good company with host, Peter Went, PhD, lecturer at Columbia University, Fabio Mercurio, Global Head of Quantitative Analytics at Bloomberg, and Agha Mirza, Managing Director and Global

July 6, 2021

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FINCAD 2021 Women in Finance Scholarship Now Accepting Applications

I am excited to announce that today we begin accepting applications for FINCAD’s 2021 Women in Finance Scholarship! This scholarship acknowledges outstanding women aspiring to advance their education with the goal of pursuing a career in financial asset management, market risk management or derivatives finance within the capital markets. At FINCAD, we take immense pride in helping accelerate the

May 4, 2021

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FINCAD Recognized (Again!) as a Top Employer

It is my pleasure to report that FINCAD has been recognized as a leading employer in two competitions. FINCAD was named one of BC’s Top Employers for 2021 and a Top Canadian Small to Medium Enterprise (SME) for 2021. BC's Top Employers recognizes the 100 British Columbian employers that lead their industries in offering excellent places to work. FINCAD was recognized for its great work atmosphere

April 6, 2021

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FINCAD Now Accepting Applications for its 2019 Women in Finance Scholarship

Women in Finance Past Scholarship Winners: Where are they Now?

In a few short weeks, we will be kicking off our 2021 Women in Finance Scholarship application process. This scholarship acknowledges outstanding women aspiring to advance their education with the goal of pursuing a career in financial asset management, market risk management and derivatives finance within the capital markets. At FINCAD, we take immense pride in helping accelerate the winner’s successful path into the financial industry.

March 30, 2021

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Are Japanese Firms Ready to Meet the April 2021 CVA Deadline?

Beginning in April 2021, Japanese financial institutions will be required to calculate and subsequently report credit valuation adjustments (CVA) and debit valuation adjustments (DVA) under new Accounting Standards Board of Japan (ASBJ) guidelines. While CVA reporting has been in place for many years for international banks, many smaller regional Japanese banks are only now being asked to meet the

February 26, 2021

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