Pricing and Risk Metrics GuidesPricing and Risk Metrics Guides

Pricing and Risk Metrics Guides

Helping you build your yield curve expertise

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

Single Currency Curve Construction


Understand how to build a multi-curve framework within a single currency, improving your risk understanding.
 

Download guide

Multicurrency Curve Construction

Multicurrency Curve Construction


Learn how to build a non-USD discount curve which accounts for the crosscurrency basis between two currencies.
 

Download guide

Multicurrency CSAs

Multicurrency CSAs


Discover how to utlize multicurrency Credit Support Annexes (CSAs) to help better value derivatives and minimize the risk of discrepancies with your counterparty.

Download guide


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.

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