Derivatives market participants have renewed their focus on capital and margin optimization in response to the high cost of capital and the regulatory push toward central clearing, according to ...
Global optimisation stands as a pivotal discipline in applied mathematics and engineering, providing robust methodologies for determining the absolute best solution among myriad local optima. Recent ...
In the third week of January, Capitolis completed its 19th standardized approach – counterparty credit risk (SA-CCR) optimization run for FX derivatives. This latest series of compression trades ...
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