MB Risk Management (MBRM) announced the addition of new features to their multi-factor ‘Universal LIBOR Market Model Add-in’ for exotic interest rate derivatives, including: Trigger Dual Knock-In and Knock-Out Swaps, Trigger Inverse Floaters; American and Bermudan options on QUANTO’d Cash Flows; and Enhanced Interest Rate Skew handling for improved accuracy in pricing and hedging out-of-the-money interest rate derivatives.
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