Markit, a leading provider of independent data, portfolio valuations and over-the-counter (OTC) derivatives trade processing, today announced…
IntercontinentalExchange, Inc. (NYSE: ICE), a leading operator of global exchanges and over-the-counter (OTC) markets, issued the following…
Liffe announced that the Exchange will launch one month futures contracts on the "Eonia" (Euro Overnight Indexed…
Orc Software (SSE: ORC), the leading global provider of technology for advanced derivatives trading and connectivity solutions,…
The latest icubic solution iQderivatives for the electronic trading of derivatives on equities, commodities, indices and foreign…
IntercontinentalExchange (NYSE: ICE), a leading operator of global derivatives exchanges and over-the- counter (OTC) markets, announced today…
The recent volatility in the credit markets has made CDO base correlation calibration difficult for many market…
Five leading trade associations, co-sponsors of the Joint Associations Committee (JAC), today released an exposure draft of…
Jez Bezant explains the importance of collateral management A couple of years ago I was explaining to…
The international derivatives exchange Eurex will be launching derivatives on the MSCI Russia Index denominated in US…
How Technology Can Improve CDO Base Correlation Calibration
The recent volatility in the credit markets has made CDO base correlation calibration difficult for many market…