Posts
News
- A Multi Interest Rate Curve Model for Exposure Modelling
- A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements
- A Time of Stress: SIMM Passed the Test – ISDA SIMM™ Data Study
- AcadiaSoft and Quaternion Form Risk Services Partnership
- AcadiaSoft Bolsters Risk Management Capabilities with Acquisition of Quaternion
- Big Data and Graph Theoretic Models: Simulating the Impact of Collateralization on a Financial System
- Daisy Chains and Non-cleared OTC Derivatives
- Efficient Simulation of the Multi Asset
Heston Model - Forecasting Initial Margin Requirements – A Model Evaluation
- How Do Dealer Banks Price Derivative Products?
- IBOR Replacement and ORE
- IBOR Transition
- IBOR Transition – What is the financial impact on CSAs?
- Identifying the financial impacts of LIBOR transition on your CSAs
- Insight into how technology and data are driving change in the Industry
- Introduction to Open Source Risk Engine (ORE) XML
- Introduction to the Open Source Risk Project
- ISDA Whitepaper – The Future of Derivatives Processing and Market Infrastructure
- Machine Learning in Finance: New Stochastic Volatility Models
- Managing the alphabet soup of XVAs
- Modern Derivatives Pricing and Credit
Exposure Analysis - MVA Using Algorithmic Differentiation
- Open Source Risk User Meeting 2018
- Podcast with AcadiaSoft – “Crunch time: Why data standardization in OTC Derivatives matters”
- QuantLib User Meeting, London, 12 July 2016
- Quaternion Risk Management announces the launch of opensourcerisk.org
- Quaternion Risk Management collaborates with UBS Delta to deliver CVA Service launched today
- Quaternion Risk Management powers the InCol Analytics Platform InCol Intelligence launched today
- Simm may come with a side benefit – a common data standard
- SPS Spotlight – FinTech and Financial Regulation
- State-of-the-art credit exposure simulation: new approaches to credit risk
- The Future of Models in Risk Capital
- The Future of Quantitative Models in Risk Management
- Valuation of a Cashflow CDO Without Monte Carlo Simulation
- Wall Street Meets FinTech
- Watch our acquisition announcement video
- Wipro and Quaternion Partner to Launch Standard Initial Margin Model (SIMM) Solution
Publications
- A Multi Interest Rate Curve Model for Exposure Modelling
- A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements
- Big Data and Graph Theoretic Models: Simulating the Impact of Collateralization on a Financial System
- Daisy Chains and Non-cleared OTC Derivatives
- Efficient Simulation of the Multi Asset
Heston Model - Forecasting Initial Margin Requirements – A Model Evaluation
- How Do Dealer Banks Price Derivative Products?
- IBOR Transition
- ISDA Whitepaper – The Future of Derivatives Processing and Market Infrastructure
- Modern Derivatives Pricing and Credit
Exposure Analysis - MVA Using Algorithmic Differentiation
- Valuation of a Cashflow CDO Without Monte Carlo Simulation