Monthly Archives: January 2018

CRZ Pricer Release 17.5.2

By | 22 January 2018

Pricing [New] Added Equity and Commodity asset classes: pricing of cash/forward/vanilla options Added booking screens, dedicated scenarios and risk transformations Portfolio [New] All portfolio views now support Equities and Commodities, including Capital, Initial margin and XVA views [New] FRTB SA-CVA and BA-CVA upgraded to the finalised version (BCBS d424) Market Data Analysis [New] Added Equity… Read More »