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| White Papers
Interesting, timely analysis and commentary from Clifton's Investment Professionals on topics related to and affecting the derivative markets and general risk management.
November 2008: Shortfalls of Traditional Financial Risk Models: The Clifton Group discusses the inability of conventional risk models to adequately represent risk in today's capital markets.
May 2008: What is Wrong with LIBOR? The Clifton Group observes LIBOR levels diverging from Eurodollar rates, and may be underestimating the actual level at which banks lend to each other. This white paper discusses this situation and its implications, provides some historical information, and offers some possible solutions to the "problem."
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