About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

Editor’s pick

Widespread Failure of the Gaussian Copula Valuation Model is at Root of Credit Turmoil, Says Quantifi Survey

There has been a widespread failure of the Gaussian copula valuation model in the credit derivatives market, according to a recent survey by analytics and risk management solution provider Quantifi. Rohan Douglas, CEO of the vendor, explains that the failure of the standard one factor models that are widely used to price synthetic collateralised debt...


Top Blogs

Latest briefs

Latest people

Featured

FEATURED WEBINAR
FEATURED EVENT
FEATURED GUIDE

Top White Papers

Events and webinars

Awards

Upcoming events

Upcoming webinars

Guides