MB Risk Management haveintroducedthe new ability to price and risk manage Options on Convertibles, to their Universal Convertibles Add-in. This gives the ability to buy and sell Options on Convertibles where the strike is quoted as fixed credit spread (analogous to how options can be used to hedge equity portfolios). The option on convertibles therefore gives the holder a hedge against the credit spread of the issuer changing (which may be essential if the holder has a portfolio of bonds from that same issuer which would be negatively affected by any increase in credit spread).
The annual BNP Paribas Cash Management University kicked off on Thursday morning with treasury professionals congregating in Paris from across Europe.
APIs may be a solution to MT940 challenges, says Karen Fagan, treasury operation manager, for British television company, ITV.
Kicking off the first day of the Singapore Fintech Festival, issues with cryptocurrencies were addressed by MIT media labs director, Joi Ito, and panels of technology leaders discussed how they’re using data analytics.
Sibos 2017 day two highlights: Brexit and banking, and why ‘data is the new oil’ in financial services
How nation first politics can impact global financial organisations It’s clear that data and regulation are the two key topics that are ... read more