Practical analysis for investment professionals

Derivatives


Should Banks Make Funding Value Adjustments? (Podcast)

Since the 2008 financial crisis, the derivatives industry has been embroiled in a controversy over whether to make funding value adjustments. John Hull and Alan White explore this controversy in their article, “Valuing Derivatives: Funding Value Adjustments and Fair Value.”

CFA Institute Magazine: How Can a Firm Repair a Damaged Reputation?

Even well-managed firms can experience problems that put reputations at risk. When a perceived breach of trust occurs, what can a firm do to restore confidence? Has research identified best practices?

Can Financial Engineering Cure Cancer?

It may seem an odd question, but can financial engineering cure cancer? No less an intellectual light than Andrew W. Lo of MIT thinks financial engineering is a possibly potent weapon to aid in the ages old pursuit for a cancer cure.

Urbanization and Securitization: Two Key Trends to Watch in China’s Economic Rebalancing

With around 10,000 projects now in progress throughout the country, “the urbanization process in China is one that is absolutely unprecedented in human history,” according to Zheng Xiaoping. And, while securitization is an important financing tool for urban development in China, it is also becoming key to China’s fixed-income market.

Beware the Alpha Sharks! High-Frequency Trading and Its Impact on Markets

High frequency trading is now the norm, and it is not going away. Continuing to pretend that it has no effect on your investments and on your alpha is at best naïve and at worst ignorant.

The Use, Misuse, and Abuse of Derivatives

Bloomberg's head of quantitative research delivered guidance on how to extract value and avoid pain from the intricacies of the derivatives market.

Quantitative Finance is Not Dead, Just Evolving (Video)

After the Great Recession, some quantitative finance watchers stated that the discipline wass dead. Yet, some practitioners, such as Attilio Meucci, are evolving new ways for coping with the real world's complexities.

Problems in Capital Raising for Hedge Funds: A Battle of the Quants (Video)

What is the current state of capital raising? What types of hedge fund strategies are attracting capital? How have hedge funds evolved subsequent to the global financial crisis?

Current Thinking on Investing in Gold and the Gold Standard

Mark Harrison, CFA, rounds up the latest thinking on gold as an investment and basis for monetary systems.

Take 15: An Options Approach to Analyzing and Managing Macro-Financial Risk (Video)

Nobel laureate Robert C. Merton challenges traditional models used by investors to measure sovereign and financial system credit risk, while proposing an alternative framework.



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