Quantifi, the NY-based provider of credit analytics and risk management systems, has launched Quantifi Version 8.7, its most advanced toolkit for the pricing and risk assessment of credit derivatives. The new release supports the mixing of base correlation surfaces on a name-by-name basis for bespoke pricing tasks. The vendor says name-by-name surface assignment is becoming a market-standard approach for choosing a correlation in the pricing and risk analysis of CDOs.
IBM’s Kathryn Guarini and Bob Sutor look at how banks are currently experimenting with quantum computers.Subscribe to Weekly Wrap emails
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