Central clearing and bilateral margining for OTC derivatives have a significant impact on both valuation and risk management. With the mandatory clearing deadlines now less than a year

Interest rate modelling has undergone significant change in the last five years following the financial crisis.

The all-in cost of participating in the OTC derivatives market is about to go up sharply – either through central clearing, or as a result

Firms Lack Resource To Manage Regulatory Risk A new PwC poll of major UK asset management firms reveals that a third are unsure they have

A 'clean room' rebuild of the pricing for a CDS, which uncovers errors in reference code. If you're into maths, this is the paper for