Blog post
Agility & Teamwork in Technology
Rob Johnson, Coremont CTO, on his approach to getting the most out of technologies and teams at Coremont.
Date
December 18, 2020
Author:
Rob Johnson
Issue:
Technology
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Sep 15, 2020
Coremont Insight Paper
Equity Implied Volatility Dynamics
Coremont’s Quantitative Analysis team examines how well the most common vol/spot dynamics describe equity volatility surface movements.
Author:
Mark Gibbs
Issue:
Data, Risk
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Aug 17, 2020
Blog post
LIBOR Reform: Implications for FRAs
ISDA have proposed a fall back mechanism to determine how LIBOR indexed derivatives will behave in the event that LIBOR is discontinued.
Author:
Chris Willis
Issue:
LIBOR
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Jul 10, 2020
Blog post
LIBOR Reform: SOFR Discounting
Central counterparties' change to SOFR discounting: What about the bilateral OTC trades?
Author:
Chris Willis
Issue:
LIBOR
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