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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
FINCAD Raises Over $14,500 for Children with Diverse Abilities
On September 16, the sun came out just in time for 12 FINCAD employees to rappel down our 25-story office building in Surrey. We are so honored to have been able to participate in Easter Seal’s 2019 Drop Zone fundraising event—and even more excited that we exceeded our fundraising goal! With the generous support and donations of my fellow Fincadians and other donors, we were able to raise more
September 25, 2019
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FINCAD and PRMIA to Hold Libor Event in London
Benchmark reform may be the biggest delta to impact the financial markets since the 2008 financial crisis. Libor, the most widely used interest rate benchmark, is referenced by more than $200 trillion in financial products across the globe. Indeed the anticipated phase out of Libor by 2021 is creating a great deal of uncertainty for affected firms. As such, FINCAD and PRMIA will come together to
September 17, 2019
Blog
FINCAD to Launch Complimentary Workshop Series
Would you like to expand your knowledge of key topics in derivatives finance—all in an informal and interactive setting? Then you might want to check out one (or all) of FINCAD’s upcoming workshops. In the coming months, we will be holding a series of complimentary workshops, where we will explore: Python use and best practices, the impact of the end of Libor and how to cope, cashflow, LDI and ALM
September 6, 2019
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FINCAD to Hold Breakfast Briefing on the €STR, SOFR and SONIA Transition
The impending phase out of the key benchmark rate, Libor, will bring major changes to discount and forward rates in many countries and regions. In fact, all firms with interest rate exposures will be affected by the transition away from Libor to some extent. For those companies that trade in many different currencies and instrument types, the change will have an even greater impact. In an effort
September 5, 2019
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Using the Basis Swap Markets to Prepare for Libor’s End
Do you have interest rate swaps with exposure to Libor fixings beyond 2021? If so, you may have cause for concern. Valuing these positions requires published Libor fixings, and after 2021 Libor is likely to be discontinued. The reality is that these fixings may never arrive. When we reach the point where Libor is no longer published, this will immediately trigger fallback clauses in the existing
August 22, 2019
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