Insights

Insights

Selected articles on syndicated loans, structured finance, quantitative analytics and risk management.

Syndicated Loans

Methods, challenges and best practices for pricing syndicated loans on less liquid markets.

Read Article → https://www.qs-finance.com/syndicated-loan-pricing/

Valuation of Illiquid Instruments

Approaches for fair value estimation when observable market prices are limited or unavailable.

Read Article →https://www.qs-finance.com/valuation-of-illiquid-instruments/

Pricing and XVA with Machine Learning

Machine learning techniques for derivative pricing, exposure simulation and XVA within advanced Monte Carlo and stochastic modelling frameworks.


Read Article → https://www.qs-finance.com/machine-learning-methods-for-pricing-exposure-simulation-and-xva-of-interest-rate-and-quanto-derivatives/