Valuations, Risk and Accounting for Derivatives and Fixed-Income Portfolios
https://www.epsilontg.com
Details
Employees
8
Founded
1995
Location
New York
, United States
Phone
12124802270
Industry
financial services
Keywords
capital markets
interest rate derivatives
structured finance
fixed income and structured credit
abs, mbs, cdo
cashflow analytics
portfolio management
hedge effectiveness testing
hedge accounting
ois discounting
risk
swap valuations
derivative valuations
sofr
asc 815 and asc 820
gasb 53 and gasb 72
libor replacement
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