For OTC derivatives, the pricing (still) isn’t right –

The 2008 G20 summit initiated regulatory changes aimed at stabilising the financial sector. Although firms are still implementing them, there is an opportunity to consider their impact on the prices and values of financial instruments.

Examining the interplay between pricing models can help determine the market prices of transactions owing to supply and demand; and the valuation models for financial instruments – those applied in front-office systems, risk management, performance measurement

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.