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What Happened to Currency Fixings?
Now that manipulations of currency fixings have been examined and many fines have been paid, Uwe Wystup recaps how the fixing production has been reshaped
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Peter Carr’s Hall of Mirrors
Put-call symmetry may have been the start but, for Peter Carr, the importance of invariance extends into surprising realms of possibility. Dan Tudball traces Carr’s kaleidoscopic journey …
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Eureka! The XVA Compute Challenge Solved
XVA sees your trading book valuation problem and raises it by whatever magnitude induces hyperventilation. Ryan Ferguson discusses how a moment of inspiration led to total domination of the XVA compute problem
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The LIBOR Fix
Depending on context, the word “fix” can mean “set” or “determine,” “manipulate” or “rig,” as well as “repair” or “correct.” “In a fix” means to be in difficulty. In colloquial use, a “fix” is a […]