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

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.