Reviving the lost art of perturbation for exotic pricing
Natixis quants find novel way to speed up volatility smile modelling
Source: risk.net
Page 10 - Sur Take News Today : Breaking News, Live Updates & Top Stories | Vimarsana
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Top News In Sur Take Today - Breaking & Trending Today
Why even the safest stablecoins could fail
Settlement delays, insolvency risks mean collateralised coins could falter
Source: risk.net
No soft landings in flight to safety from Russia
Impact of Ukraine invasion hit bank balance sheets hard; its effects look set to continue
Source: risk.net
Is Citi's SA-CCR hit a sign of things to come?
Higher capital costs for dealing in uncollateralised FX swaps and forwards could impact banks and clients alike
Source: risk.net
Hedging inflation may never have been trickier
Effective hedging depends on what’s causing prices to rise
Source: risk.net