Curve Building Part 3: Multicurrency CSAs
Better curve knowledge is good for business. There’s a sharper focus on curves today from regulators and counterparts alike. 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.
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.
You can see parts 1 and 2 of our curve building guide series here.
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