The collapse of SVB is a sobering reminder of a risk that lay mostly dormant for the past decade - interest rate risk. This risk is fundamental to all fixed income portfolios, and it's important to understand how to measure and mitigate it for institutions of all sizes.
This note discusses particular advantages of the Decameron yield curve system as relates to the portfolios of insurance companies and other asset managers with long maturity exposure.
Presenting at the conference kickoff for the Beacon App Store, Decameron Technologies co-founders Ksusha McCormick and Dmitri Mossessian gave an overview of the firm's capabilities and a demo example of how Decameron's proprietary swap and Treasury curves can improve pricing and risk estimates for h
Ksusha co-founded Decameron and previously held roles at Seaport Global, Goldman Sachs, JWM Partners, and Morgan Stanley in asset management, private wealth management, portfolio management, and FX forwards trading.
