Derivatives and Internal Models
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CA-3.4 Treatment of derivatives contracts in the banking book
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Models are crucial for the functioning of financial institutions: quantifying counterparty exposure, instrument valuation, risk measures, capital requirements, etc. As financial institutions have significantly increased their reliance on quantitative models, regulatory agencies have responded with new guidelines for model validation thus increasing the both the cost and standards of compliance.
Derivatives and Internal Models Modern Risk Management Arthur Andersen
SciComp provides comprehensive derivatives pricing model validation services. Such services may entail a comprehensive analysis of the pricing model and calibration routine implementation, including:. All included libraries are provided as source code as well.
An intuitive VHLL for describing financial contracts and numerical methods and a friendly LSE, combine to make a powerful environment for implementing and testing modeling decisions. NET to automate integration without imposing proprietary data models.
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