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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 Employees to Rappel Off 25-floor Building for Charity
On the 16th of September, 15 FINCAD employees will rappel off the 25-story Central City Tower in Surrey, B.C.—and it’s not just because we are a rowdy bunch with an affinity for extreme thrills. It’s actually for a much bigger and better cause. We at FINCAD are honored to be participating in Easter Seals’ Drop Zone 2019 fundraising event. This incredible charity helps to raise much needed funds to
June 17, 2019
Revisiting FINCAD’s Early 2019 Technical Assessment for the End of Libor
Q&A Session with FINCAD’s Jonathan Rosen, PhD In January, Jonathan Rosen, PhD, published a technical paper: How the End of Libor will Impact Delta-1 Rates. Indeed, Libor is on track to be phased out by 2021 and this is creating challenges for a good many financial institutions. However, current events surrounding Libor are quickly changing, so we thought it prudent to touch base with Jonathan
June 4, 2019
FINCAD to Co-Sponsor Insurance Asset Risk EMEA Conference
There’s no doubt that the insurance industry has faced challenging paradigm shifts in recent years. For one, Solvency II has fundamentally changed the way insurance balance sheet management is undertaken. Today regulatory capital optimization is just as important as generating returns for shareholders. What’s more, portfolio managers are now under more pressure than ever to hunt yield across an
May 29, 2019
5 of the Best Python Libraries for Derivatives Finance
Python, the amazingly versatile programming language, is quickly becoming a preferred tool in the realm of derivatives finance. In addition to its ease of use and ability to help you speed up the development lifecycle, Python also offers a vast ecosystem of powerful math and science libraries. Many of these libraries are free to use and are well-suited to the modeling, analysis and computation
May 21, 2019
LIBOR Discontinuation – The End of the Beginning?
It’s likely that those of you keeping up with market events will be familiar with the landmark building pictured above. The Crown Court at Southwark is a court designated as London’s fraud centre, where cases concerning market manipulation have been tried. It’s safe to say that the current financial landscape is a tumultuous one—riddled with uncertainty, upheaval and, at times, dirty dealings. And
May 8, 2019