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It’s hard to believe that we are now a decade on from the nadir of the financial crisis and the collapse of Lehman Brothers. A big difference between now and then is the extent to which the terms ‘ABS’ and ‘MBS’ have entered the common parlance and consciousness. Both, with some justification, have been cited as being central antagonists for their role in bringing the world to the brink of a

If there is one thing that is a constant in the financial industry, it is change. Investment firms need to continually review their investment strategies and explore new asset classes and markets in their search for yield. There have also been significant market shifts including the move to OIS discounting, and an extended period of negative rates. The pace and magnitude of change shows no signs

Last week Per Eriksson from FINCAD participated in a webinar, “ How to Apply Python to Complex Markets,” hosted by Risk.net. The webinar brought together industry experts to discuss the benefits that Python can bring investment firms and the challenges associated with adopting the language and extending its use. In addition to Per, speakers included Risk.net’s Joel Clark, Gary Collier of Man Group

If you are following the news it may appear prudent to consider preparing for the end of Libor by 2021. The process of preparing will undoubtedly mean facing increased model complexity and associated costs to transition legacy systems that rely on Libor, but the transition to alternative benchmark rates will also expose the presence of new kinds of risk for investors. This topic is covered in my

The unprecedented proliferation of data in derivatives markets has led to the rise in popularity of Python, a multi-purpose programming language known for its ease of use, versatility and flexibility. Undoubtedly, the increased adoption of Python has helped enable greater collaboration and customizations for valuation and risk modelling and reporting. To delve more deeply into the application of