MAY 2018 NEWSLETTER

Derivatives Pricing | MVA: How Do We Capture the Cost of Initial Margin?

Increased dealer costs associated with initial margin (IM) have forced banks to take a closer look at its impact on profitability, as it has given rise to the Margin Valuation Adjustment. In this presentation, Numerix explains the pricing and profitability impacts of IM requirements, the complexities of MVA, and also provides a high-level overview of ISDA's SIMM.
READ MORE>>

Industry Solutions | What Makes for an Optimal Structured Products Platform?

Across the OTC derivatives market, both the buy side and sell side are increasingly embracing high-performance electronic trading platforms to address challenges related to price discovery, RFQ automation, workflow and risk management. Here is a profile of one such platform.
READ MORE>>

Influential Trends | New Forces Impacting E-Trading of OTC Derivatives

There are two trends that are providing the greatest influence to the OTC derivatives market: MiFID II and trading technology innovation. What's their influence? They are propelling an increasing placement of exotic derivatives onto electronic platforms and are opening the door to a new kind of market competitor. This blog explains. READ MORE>>

Fintech Perspectives | The Age of Digital Transformation

From payments to cryptocurrencies to a greater cycle of competition and innovation, the growing interconnectedness between the capital markets and fintech is increasingly transforming—and disrupting—the financial industry. In this video, financial markets expert Kevin McPartland shares his perspectives.
READ MORE>>