Mastering Risk Sponsored by Numerix
In today’s increasingly complex markets, knowledge is power, and maintaining control is a matter of survival. Given the intensifying demands for greater transparency, stronger risk awareness, and tighter enterprise governance, the ability to analyze exploding volumes of data to improve decision making no longer is an option – it’s the only way to understand your positions, value assets, know your counterparties, and avoid disaster.
Telling Both Sides of the Story on Risk
Daniel Daniel, Tree Consulting13 May 2014
Traditionally, buy-side institutions have used factor models to pinpoint, through attribution, the sources of risk in a portfolio or fund. Sell-side investment banks, on the other hand, have more typically...
MAT Swaps: The Other Shoe Drops on Packaged Transactions
Daniel Daniel, Tree Consulting,Daniel Daniel, Tree ConsultingWhen the CFTC issued its made-available-to-trade (MAT) ruling for certain swaps in February, it generated considerable discussion, and one of the most discussed subjects was packaged transactions, where multiple swaps,...
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