Pricing and risk analytics provider Numerix has released the latest version of its CrossAsset analytics tool to support overnight index swaps (OIS) discounting. Version 10.0 includes new capabilities ...

The financial crisis drummed home that the overnight indexed swap (OIS) rate should be used to discount cash-collateralised derivatives. Banks had previously discounted everything at Libor, even ...

The transition to SOFR discounting means market risk will now be dependent on SOFR instead of OIS, and this could require completely different hedging vehicles. Thus, an important question market ...

Markit has expanded the number of instruments that its clients can price using overnight index swap curves, added support for more currencies to the OIS curve pricing in its Portfolio Valuations ...

Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management, and Prism Valuation, a leading provider of independent valuation and risk ...

Numerix, the leading provider of cross-asset analytics for derivatives valuations and risk management, released in its latest version of Numerix CrossAsset new capabilities to help clients manage the ...

New functionality in the cross-asset front-to-back treasury and capital markets system supports central clearing, margin management and OIS discounting Misys, the global leader in treasury and capital ...

Principia Partners, a leading software solution provider for structured finance and capital markets investors, today released the latest version of its Structured Finance Platform (Principia SFP).