The Buy-Side Impact: Cheapest-to-Deliver Collateral & The Valuation Process
Posted: 22 February 2013 | Source: Numerix
In this video blog, Tom Davis, Ph.D. Vice President of the Numerix Client Solutions Group joins Numerix CMO, Jim Jockle to discuss collateral optimization and the valuation process – specifically exploring why managing CTD collateral and building these curves as part of the valuation process is so important for buy-side participants.
Davis discusses the industry challenge for the buy-side, in terms of collateral analysis and optimization, highlighting the primary market and regulatory drivers. Beyond collateral complexity, Davis stresses why CTD curve construction and collateral analysis is critical for the buy-side and the benefits CTD curve construction could bring to this side of the market.