What are the 10 most important metrics private equity funds should collect? Read our report to find out:… https://t.co/ysEi3e9wmH
How banks can keep pace with XVA
The complexity of derivatives pricing has grown significantly in the past decade, with banks having to factor in a series of valuation adjustments to calculate the impact on their balance sheets.
With budgets and resources under pressure, and traditional systems struggling to cope with data volume and complexity, IHS Markit considers how banks can leverage new technologies to gain a more consistent view across the trades in their portfolios, saving time and money in the process. You can read more about our findings by downloading the full whitepaper.
This whitepaper has been published in conjuction with Risk.net.
Please visit our CCR-xVA solution suite webpage for more information.
- Change is coming to the MBS Market
- CLO BBB Bid/Ask Spreads Return to Amber
- New construction opportunities for the REIT model
- January 2019 Model Performance Report
- Final FRTB text: Is the light finally green for modellability?
- January melt-up
- The ETF Rule Proposal: Key Takeaways
- Securities Finance 2018 Year in Review