Find expert answers in this collaborative article One of the most common sources of pricing risk and uncertainty is the variability of demand for your products or services. Demand can change due ...

This paper examines whether risk-based pricing promotes risk-reducing effort. Such mechanisms are common in private insurance markets, but are rarely incorporated in government assurance programs. We ...

This paper solves explicitly an equilibrium asset pricing model with liquidity risk -- the risk arising from unpredictable changes in liquidity over time. In our liquidity-adjusted capital asset ...

Hedging strategies and localized pricing, along with dynamic models and continuous risk monitoring, contribute to resilience. Collaboration with local partners and stakeholders, utilization of ...

Some quant math libraries are really just a collection of pricing formulae. This hopes to be that (see the math module) but also much more. This library is intended to be plugged into the risk and ...

Robust XVA (with M. Bichuch and S. Sturm). Mathematical Finance, Vol. 30, No. 3, 738-781, 2020. Arbitrage-Free XVA (with M. Bichuch and S. Sturm) Mathematical Finance ...

UMC Q4'24 results disappoint with margin pressures. Recovery expected in 2025, but pricing remains a risk. Explore more ...

"I'm quite worried about the protection gap in cyber, as it relates to systemic events," said John Doyle, CEO of Marsh ...

A well-designed model risk management (MRM) framework is essential for better business decision-making, more accurate pricing and improved customer management. This course equips participants with ...

This technical course provides participants with the skills to apply FTP in areas such as product pricing, liquidity, funding management and balance sheet optimisation. Our banking practitioner will ...