Quantifi Adds Correlation Pricing
New Jersey-based pricing software vendor Quantifi has added the ability to price correlation products on asset-backed securities such as tranches on the ABX index to its credit derivatives valuation software. Officials say this capability is particularly important because correlation risk is the primary risk source driving the ABX Index. The new functions add the ability to model pre-payments to the vendor's existing tools for modeling synthetic collateralize
Anthony and James look at developments pertaining to the Consolidated Audit Trail and wonder if big-tech companies could challenge traditional asset managers.Subscribe to Weekly Wrap emails
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