Blog

Insights, tips and industry commentary from the team behind the world’s first production-grade open source risk management platform.

Innovation in the Listed Derivatives Space

In this clip, OpenGamma Chairman and Co-founder Kirk Wylie reveals the two major drivers behind innovation in the listed derivatives space in an exclusive interview with FIA Infonet.

Marc Henrard

Finance Fiction - The Impact of Quants on Regulation and Market Structure

After numerous conferences on the impact of regulation and the new market structure on quantitative finance, it's time to start thinking about the impact of quants on regulation and the market structure.

Mas Nakachi

What to Expect at IDX: A 'Clear' Picture?

The FIA’s annual International Derivatives Expo next week will address the complexities of the global derivatives market. With costs of clearing on the rise and new BIS margin requirements set taking effect in December 2015, it will be vital for OTC derivatives participants to take control of their costs.

Marc Henrard

New Book: Interest Rate Modelling in the Multi-Curve Framework - Foundations, Evolution, and Implementation

The advance copies of my new book on interest rate modelling and the multi-curve framework have just arrived from the printer.

Mas Nakachi

Why Would You...

Only by replicating each clearer’s requirements, using CCP-certified technology, can you gain true protection against under- or over-funding your margin account and optimize your business appropriately.

Mas Nakachi

Boca Signals Shift Away from SEF Talk

The industry focus is moving away from swap execution facilities and towards the true cost of execution, while dealing with an array of regulatory and capital-related challenges.

Richard White

Pricing Forward CDS, Indices and Options

A brief overview of single-name CDS pricing up to the calculation of the premium and Greeks for options on CDS indices, including a full implementation and comparison with the Bloomberg implementation.

Mas Nakachi

Countdown to Boca: An Industry in Transition

The FIA’s annual conference in Boca next week will provide a snapshot of a market in transition. Regulation and market trends have roiled the delegates’ OTC and listed derivatives businesses. It’s too early to predict who will come out on top – but that won’t stop everyone from trying.

Mas Nakachi

How to Improve FICC Margins

Regulations that require financial institutions to clear standardized OTC derivatives through central counterparties are beginning to weigh on bank P&Ls.

Marc Henrard

Courses on Multi-Curve and Collateral Framework

Since 2007, a new framework has become the standard for interest rate derivative pricing: the multi-curve framework. Another market reality has gained more importance: the collateralization of interbank trades.