Better curve knowledge is good for business
With a sharper focus on curves today from regulators and counterparts, market participants need to be able to understand and explain how they arrived at rates and prices.
Finastra’s new Pricing and Risk Metrics Guides are designed to give you the expertise you need to understand and build curves.
Designed for traders, risk managers and professionals responsible for model validation, this series of guides will help you understand how to build a variety of different curves, improving your risk understanding and helping you validate your own techniques.
You can learn how to:
- Build your own curve so you are not reliant on third-party vendors
- Be consistent in approach over different terms to make sure comparisons are fair
- Mix instruments (for example, cash rates, futures and spreads between different curves) to build a curve
Single Currency Curve Construction
Understand how to build a multi-curve framework within a single currency, improving your risk understanding.
Multicurrency Curve Construction
Learn how to build a non-USD discount curve which accounts for the crosscurrency basis between two currencies.
Discover how to utlize multicurrency Credit Support Annexes (CSAs) to help better value derivatives and minimize the risk of discrepancies with your counterparty.
Our services team has several years’ experience of effectively managing curves in Fusion solutions. We can help you find an effective solution for your potential pricing issues or help identify any problem with amendment of curves. Find out more at the links below.