<t>Hello,Does anyone has some expericences with using endofday market data from Reuters DSS ?And even further does anyone use DSS market data in Murex ?Regarding loading end of day data into MX3 for VaR and related tasks we are currently thinking about the best way to do that. Does anyone have some ...

Hello,Do you have some book/paper recommendations where a practical implementation of various interest rate models is done (including the concrete market data used and the concrete calculations ) ?Best,Christoph

Hello,Does anyone have a good overview which provider to use for which asset class ? Which oder providers than Reuters, Bloomberg and Markit do you use ?Best,Christoph

<t>Hello,Does anyone have some good resources on how to set up risk management for credit derivatives (CDS, CDO, ABS, CLN, I-TRAXX, CDX, Basket CDS, MBS, ABS on CDS, ...) from scratch ?- books & papers- implementation issues- pricing (using which software)- risk management on individual and aggr...

Hello,Does anyone know if there are some Bloomberg manuals around (especially for the available pricing tools) ?Best,Christoph

Hello,Has anyone some experience with this program ?Best,Christoph

Hi,I am looking for some freely available historical scenarios concerning the market rate perturbations (especially LTCM meltdown 1998 and the global bond price crash 1994). Do you have an idea if there are some internet sources ?Best,Christoph

<t>Hello,A brief description of the topic:In general, the forecasting rationality of implied volatility ist tested by regressing realized volatility on implied volatility. For an efficient forecast, the regression constant should be zero and the slope coefficient should equal one.Does anybody of you...

Hi,Can anybody tell me how to delete a post; I made this post in the wrong section ?Best,Christoph

<t>Hi,I would be quite interested in your experiences with the current Front2Back systems used at your workplaces, especially as far as the risk management modules are concerned.I personally have only good knowlege of the current Reuters products (Kondor+ and Kvar). My experiences with these product...

<t>Hi,I would be quite interested in your experiences with the current Front2Back systems used at your workplaces, especially as far as the risk management modules are concerned.I personally have only good knowlege of the current Reuters products (Kondor+ and Kvar). My experiences with these product...

Hello,I would be interested to know which tools you are using ? As far as I am concerned I work (besides excel with Mathematica, Eviews and R.Best regards,Christoph

<t>Hello,If you have an PLV option on a basket of USD equities (let's say 10 equities which are equally weighted at beginning) how do you calculate your deltas for each equity ? Do you shift each underlying by 1 USD or by 1% and how exactly do your deltas come into the limit system ? If you use the ...

Hi,Some useful infos out of a survey by the Committee on the Global Financial System from 2005.Stress testing at major financial institutions: survey results and practice:http://www.bis.org/publ/cgfs24.htm

Hello,I found some links articles saying the "Derivatives Policy Group ("DPG") did some research on the topic but all the links seem quite old. Does anybody know if this organisation still exists respectively where I can find some info about it.Thx,Christoph