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.
A report by broking group Marsh examines the repercussions from the administration of the South Korean company, which filed for bankruptcy protection at the end of August.
Global research by C2FO suggests that smaller businesses are less concerned with the repercussions of Brexit and the upcoming US presidential election.
A squeeze on skilled talent means it now takes an average of seven weeks to fill open permanent roles in finance in the UK according to new research from financial services recruitment firm Robert Half.
Early-stage merger and acquisition deals in Asia-Pacific show nearly 10% year-on-year growth in recent months.