Pricing and Market Dyn John Feeney 8/17/25 Pricing and Market Dyn John Feeney 8/17/25 XVA 4 - KVA: What happened to KVA? Read More Pricing and Market Dyn John Feeney 7/14/25 Pricing and Market Dyn John Feeney 7/14/25 XVA 3 - DVA, the forgotten XVA Read More Pricing and Market Dyn John Feeney 5/23/25 Pricing and Market Dyn John Feeney 5/23/25 XVA 2 - Funding Valuation Adjustment (FVA) Read More Pricing and Market Dyn John Feeney 4/15/25 Pricing and Market Dyn John Feeney 4/15/25 XVA 1 - Credit Valuation Adjustment (CVA) Read More Pricing and Market Dyn John Feeney 3/25/25 Pricing and Market Dyn John Feeney 3/25/25 Valuation Adjustments - XVAs Read More Pricing and Market Dyn John Feeney 11/15/24 Pricing and Market Dyn John Feeney 11/15/24 Trade execution methodologies and strategies Read More Pricing and Market Dyn John Feeney 9/12/24 Pricing and Market Dyn John Feeney 9/12/24 Pre-hedging and the use of electronic execution platforms Read More Pricing and Market Dyn Ross Beaney 7/2/24 Pricing and Market Dyn Ross Beaney 7/2/24 All the guidance in the world… Read More Pricing and Market Dyn John Feeney 6/19/24 Pricing and Market Dyn John Feeney 6/19/24 Pre hedging and trading: A practical guide and recent experiences of balancing outcomes Read More Pricing and Market Dyn John Feeney 3/26/24 Pricing and Market Dyn John Feeney 3/26/24 Some practical approaches to ASIC’s February 2024 letter on pre-hedging - Part 2 Read More Pricing and Market Dyn John Feeney 2/15/24 Pricing and Market Dyn John Feeney 2/15/24 ASIC’s guidance on pre-hedging February 2024 Read More Pricing and Market Dyn John Feeney 12/5/23 Pricing and Market Dyn John Feeney 12/5/23 Summary of the FOMC and RBA rate change expectation for Q3 and Q4 2023 Read More Pricing and Market Dyn John Feeney 8/11/23 Pricing and Market Dyn John Feeney 8/11/23 FOMC and RBA rate change probabilities Read More Pricing and Market Dyn Ross Beaney 7/18/23 Pricing and Market Dyn Ross Beaney 7/18/23 Simple frameworks can be better than none… Read More Pricing and Market Dyn John Feeney 6/21/23 Pricing and Market Dyn John Feeney 6/21/23 Return to the USD swap pricing basics in a post-LIBOR world Read More Pricing and Market Dyn Ross Beaney 6/1/23 Pricing and Market Dyn Ross Beaney 6/1/23 Execution Costs – Mysterious or manageable? Read More Pricing and Market Dyn John Feeney 3/23/23 Pricing and Market Dyn John Feeney 3/23/23 The Triennial BIS Survey – USD Derivatives Read More Pricing and Market Dyn John Feeney 9/16/22 Pricing and Market Dyn John Feeney 9/16/22 Variation and Initial Margin Collateral Management - A new challenge Read More Pricing and Market Dyn John Feeney 6/22/22 Pricing and Market Dyn John Feeney 6/22/22 USD Inflation – the barbed wire hedge Read More Pricing and Market Dyn Ross Beaney 6/9/22 Pricing and Market Dyn Ross Beaney 6/9/22 Of Texas Hedges Read More Older Posts
Pricing and Market Dyn John Feeney 8/17/25 Pricing and Market Dyn John Feeney 8/17/25 XVA 4 - KVA: What happened to KVA? Read More
Pricing and Market Dyn John Feeney 7/14/25 Pricing and Market Dyn John Feeney 7/14/25 XVA 3 - DVA, the forgotten XVA Read More
Pricing and Market Dyn John Feeney 5/23/25 Pricing and Market Dyn John Feeney 5/23/25 XVA 2 - Funding Valuation Adjustment (FVA) Read More
Pricing and Market Dyn John Feeney 4/15/25 Pricing and Market Dyn John Feeney 4/15/25 XVA 1 - Credit Valuation Adjustment (CVA) Read More
Pricing and Market Dyn John Feeney 3/25/25 Pricing and Market Dyn John Feeney 3/25/25 Valuation Adjustments - XVAs Read More
Pricing and Market Dyn John Feeney 11/15/24 Pricing and Market Dyn John Feeney 11/15/24 Trade execution methodologies and strategies Read More
Pricing and Market Dyn John Feeney 9/12/24 Pricing and Market Dyn John Feeney 9/12/24 Pre-hedging and the use of electronic execution platforms Read More
Pricing and Market Dyn Ross Beaney 7/2/24 Pricing and Market Dyn Ross Beaney 7/2/24 All the guidance in the world… Read More
Pricing and Market Dyn John Feeney 6/19/24 Pricing and Market Dyn John Feeney 6/19/24 Pre hedging and trading: A practical guide and recent experiences of balancing outcomes Read More
Pricing and Market Dyn John Feeney 3/26/24 Pricing and Market Dyn John Feeney 3/26/24 Some practical approaches to ASIC’s February 2024 letter on pre-hedging - Part 2 Read More
Pricing and Market Dyn John Feeney 2/15/24 Pricing and Market Dyn John Feeney 2/15/24 ASIC’s guidance on pre-hedging February 2024 Read More
Pricing and Market Dyn John Feeney 12/5/23 Pricing and Market Dyn John Feeney 12/5/23 Summary of the FOMC and RBA rate change expectation for Q3 and Q4 2023 Read More
Pricing and Market Dyn John Feeney 8/11/23 Pricing and Market Dyn John Feeney 8/11/23 FOMC and RBA rate change probabilities Read More
Pricing and Market Dyn Ross Beaney 7/18/23 Pricing and Market Dyn Ross Beaney 7/18/23 Simple frameworks can be better than none… Read More
Pricing and Market Dyn John Feeney 6/21/23 Pricing and Market Dyn John Feeney 6/21/23 Return to the USD swap pricing basics in a post-LIBOR world Read More
Pricing and Market Dyn Ross Beaney 6/1/23 Pricing and Market Dyn Ross Beaney 6/1/23 Execution Costs – Mysterious or manageable? Read More
Pricing and Market Dyn John Feeney 3/23/23 Pricing and Market Dyn John Feeney 3/23/23 The Triennial BIS Survey – USD Derivatives Read More
Pricing and Market Dyn John Feeney 9/16/22 Pricing and Market Dyn John Feeney 9/16/22 Variation and Initial Margin Collateral Management - A new challenge Read More
Pricing and Market Dyn John Feeney 6/22/22 Pricing and Market Dyn John Feeney 6/22/22 USD Inflation – the barbed wire hedge Read More
Pricing and Market Dyn Ross Beaney 6/9/22 Pricing and Market Dyn Ross Beaney 6/9/22 Of Texas Hedges Read More