Numerix: The True Cost of OTC Derivatives Funding - FVA, OIS and Profitability
The question at the root of the OTC derivatives decision process, “Is this trade profitable?”, may at its core seem like a simple proposition. But in the changing world of OTC derivatives, this culmination of calculations has become increasingly complex, especially from a funding perspective.
In this video blog, Tom Davis, PhD, VP of Client Services and Product Manager of CrossAsset, joins Jim Jockle, CMO, to explore the connection between funding and profitability.
Through this discussion
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net