Barclays Sued for $326 Million in Dutch Derivatives Case – Bloomberg Law

Barclays Plc was sued for 279 million euros ($326 million) for its alleged involvement in a derivatives debacle that nearly put a Dutch affordable-housing provider out of business. Stichting Vestia came close to collapse in 2012, after racking up more than 2 billion euros in losses after derivatives that were supposed to be part of […]

Barclays Sued for $326 Million in Dutch Derivatives Case – Yahoo Finance UK

(Bloomberg) — Most Read from Bloomberg Barclays Plc was sued for 279 million euros ($326 million) for its alleged involvement in a derivatives debacle that nearly put a Dutch affordable-housing provider out of business. Stichting Vestia came close to collapse in 2012, after racking up more than 2 billion euros in losses after derivatives that […]

Podcast: Huge and Savine on turbo-charging derivatives pricing – Risk.net

Pricing and risk-managing derivatives is both complex and expensive. Now, two quants have developed a method that speeds up the process and, therefore, cuts computational costs. They do so by exploiting the differentials provided by the adjoint algorithmic differentiation (AAD) method to train a machine learning algorithm to price a derivatives book. The pair – […]