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Contributing authors: Francesca Bell & Kyle Singh
Cryptocurrencies are never out of the news. That news lurches from woeful pessimism to exuberant optimism giving rise to substantial volatility. Elon Musk read more
Both economic growth and climate change are topics interconnected topics of essential significance. So, we’re taking a closer look at how climate change and economic growth intersect to understand how read more
As the future of swap clearing in South Africa remains uncertain, abroad the landscape has already shifted. CFTC regulations currently favour the trading of futures over swaps,
In November the read more
It goes without saying that there is a significant gap between theoretical quantitative modelling and it’s practical implementation. Black-Scholes does not allow for a volatility smile, no one actually expects read more
Speaking at the Risk Annual Summit, Damiano Brigo warned of the potential introduction of systemic risk by institutions hedging their DVA risk.
“If you think about this strategy in 2008, read more