The addition of European style knock out and knock in options follows a request from customers to have them available on the system. SuperDerivatives now prices over 70 exotic options. Typically, European knock outs and knock ins have been priced by combing the prices of several different type of options. Having the facility to price them in a single step obviously saves time, and it also removes the scope for an input error in one leg of the pricing process. SuperDerivatives has also added a facility that allows users to download portfolios from the pricing system onto an Excel spreadsheet. This can be used to prepare valuation reports for both internal and external use. For example, a trader can send these on to his risk management department, or a bank can send a customer an up to date valuation of its options portfolio.
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