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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
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
How Python Makes Data Science More Accessible
The use of the infinitely flexible programming language, Python, is taking off within Finance. In fact, Python is increasingly being used by leading hedge funds and other financial institutions as their multi-purpose tool of choice. And now there is an extensive ecosystem with numerous Python libraries that make data science more accessible to these firms than ever before. In FINCAD’s latest video
August 14, 2019
Are You Prepared for the Libor Transition?
Uncertainty surrounding how the industry will transition away from Libor and towards new risk-free rates (RFRs) is starting to dissipate. There is now clarity on legal dates and a clear idea of what a Libor replacement will look like. In FINCAD’s newly released video, Christian Kahl, PhD and I discuss five of the major challenges of the Libor transition and the role that technology will play in
July 30, 2019
5 Popular Blog Posts on Developing with Python
In recent years, the popularity of Python for development has exploded. In fact, earlier this year, it was Python that was used by scientists to develop a new algorithm for taking the first ever photo of a black hole. The potential use cases for this powerful and easy-to-work-with programming language seem endless. Certainly, in the financial sector we have seen incredible uptake of Python
July 17, 2019
Why the Time to Begin Preparing for the Libor Phaseout—is Now
Libor, the widely used inter-bank lending rate, is on track to be phased out by the year 2021. With approximately $350 trillion dollars of derivatives and other products linked to Libor, the discontinuation of this key benchmark rate is expected to create significant legal, operational, valuation and risk challenges for effected firms. We’ve now come to a point where financial oversight bodies in
July 9, 2019