(L)IBOR Transition – Valuation and risk management considerations

Pricing and risk models need to be adjusted to the Alternative Reference Rates (ARR). Entities will encounter several challenges in this process, the most critical being the lack of historical time series data, and absence of term structures and embedded credit risk components. The asymmetries between the benchmarks may ultimately lead to an increase of … More (L)IBOR Transition – Valuation and risk management considerations

What companies in the FinTech, blockchain and cryptocurrency space need to know about the new Swiss FinTech license

Switzerland’s Financial Market Supervisory Authority (FINMA), annouced new “relaxed” requirements that are applicable to innovative financial companies, such as companies in the blockchain and cryptocurrency space. Authors: Darko Stefanoski, Orkan Sahin