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LFS INSIGHTS




Expert Teaching for Exceptional Performance


AN INTRODUCTION TO XVAS WITH DR JON GREGORY (Q&A FROM THE WEBCAST)

1. Can you share your views regarding survival probability adjusting FVA versus
including FVA in the replacement cost and thus embed it in the CVA..

Feb 22, 2023 2:25:02 PM / by Jon Gregory


HOW DO BOARDS ADD VALUE AMID COVID-19 CHALLENGES?

 

Apr 1, 2022 4:24:00 PM / by Roy Ling


CREDIT VALUE ADJUSTMENT AND COUNTERPARTY RISK

 

Mar 14, 2022 9:32:00 AM / by Jon Gregory


OTC DERIVATIVES AND COUNTERPARTY RISK

Over-the-counter (OTC) derivatives are important financial transactions that
allow hedging of interest rate, foreign-exchange and other risks...

Jan 27, 2022 12:58:09 PM / by Jon Gregory


THE WORLD’S TOP AUTHORITY EXPLAINS DERIVATIVES AND COUNTERPARTY RISK

Derivatives can be complex and potentially high-risk financial instruments. The
purpose of this post is to help you better understand their key..

Jan 27, 2022 10:11:13 AM / by Jon Gregory


HOW COVID-19 HAS MADE THE STOCK-BOND CORRELATION KEY

The correlation between the returns on stocks and default-free government bonds
determines a crucial part of the scope for portfolio diversification..

Sep 29, 2021 4:32:18 PM / by Henrik Lumholdt


FIXED INTEREST ATTRIBUTION – TOWARDS A GENERIC MODEL?

 

Sep 8, 2021 12:49:47 PM / by Paul Giles


THE ROLE OF DEFAULT DEPENDENCY IN A WORLD OF RISING DEBT

In this article, we discuss:

Jul 9, 2021 4:59:26 PM / by Andreas Steiner


MODERN DERIVATIVES PRICING – CSA DISCOUNTING

 

May 19, 2021 1:23:34 PM / by Richard Fedrick


MODERN DERIVATIVES PRICING – COLLATERAL, FUNDING AND OIS DISCOUNTING

 

May 19, 2021 1:13:13 PM / by Richard Fedrick

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LFS INSIGHTS

Expert Teaching for Exceptional Performance


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