Curve Building Part 3: Multicurrency CSAs

Curve Building Part 3: Multicurrency CSAsCurve Building Part 3: Multicurrency CSAs

Finastra’s new Pricing and Risk Metrics Guides are designed to give you the expertise you need to understand and build curves.

Part 3 of our Linear Interest Rate Series covering Multicurrencies CSAs explains how to utlize Multicurrency Credit Support Annexs (CSAs) to help better value derivatives, and minimize the risk of discrepancies with your counterparty.

Download our guide now for an expert perspective on curve construction and to validate your own techniques.