Fitting Risk Factors for FX Heston
Risk factors used in derivative pricing models come in two forms: observable and fitted. On the RH side of the…
Blog
Why ESG Remains Significant
Just back from London, where GoldenSource’s annual summit for EMEA customers, partners and industry leaders, NAVIGATE’25, was held last week.…
GoldenSource Platform 10.1 Release Notes
Foundational. Flexible. Future-Forward. GoldenSource Platform 10.1 introduces significant advancements in processing, data lineage, analytics, and usability. With a foundation migrated…
Cap Valuation
A company borrows $100m from a bank. It’s a floating rate loan tied to SOFR, the risk-free rate (RFR) index…
Data Vendor Q&A: Why Data Modelling Matters for Multi-Sourcing
To wrap up this Q&A series, I thought I’d bring all the follow-up questions I’ve received under one hat. I…
Counterparty Credit Risk
Counterparty credit risk is a fusion of market risk with credit risk. The unrealised P&L of an interest rate derivative…
Data Vendor Q&A: Maintaining Neutrality
More follow-up on my recent series about data vendors this week, because the questions keep coming One of the questions…
Why Bad Data Means Losing Control Pt. 3
Back Office – Why Data is Vital to Fund Accounting and NAV Integrity Having examined the impact that bad data…
Data Vendor Q&A: How Our 3-Step Process Works
As I mentioned last time, I’ve gotten a lot of feedback on my recent email series about data vendor management.…