In this paper we review the pricing and model calibration of Credit Default Swaps referring to both the International Swaps and Derivatives Association (ISDA) CDS contract and credit model standardization guidelines. Furthermore we provide an Excel pricing workbook to supplement the materials...

In an increasingly environmentally and financially unstable world it has never been more important to bridge the gap between those working in the field of financial services and those in environmental research, and to foster a mutually beneficial knowledge exchange relationship between these two...

In an increasingly environmentally and financially unstable world it has never been more important to bridge the gap between those working in the field of financial services and those in environmental research, and to foster a mutually beneficial knowledge exchange relationship between these two...

This report explores the feasibility and benefits of establishing a capacity exchange or hub of capacity exchanges in the UK. The research team interviewed professionals from a variety of sectors, surveyed existing multilateral reciprocal trade exchanges and conducted desk research into the...

This report is the outcome of a research project conducted between June and November 2013 which explored how voluntary standards markets might be applied to financial services regulation and sought to provide independent verification of their potential in the financial services sector. The...

Cities are faced with the huge challenge of providing infrastructure that meets the needs of a rising urban population, with limited public resources. Decisions and investments in urban infrastructure must be urgently leveraged to achieve sustainable economic growth within the carrying capacity...

So what might standards in these areas look like?Taxonomies & performance standards need to be outcome-focused sets of definitions and characteristics, so that regulators and potential purchasers can assess MDLs based on their outputs, rather than the mechanics of how they operate; Data...

Long Finance's Distributed Futures research programme is pleased to announce the launch the report “Get Smart About Scandals: Past Lessons For Future Finance”, another in a series of exciting projects in the programme.The report informs you of the basic tricks that fraudsters, conmen, and...