Insights
Research on governed pricing
Working notes from the team building DerivFabric — on model governance, market structure and the mathematics underneath.
GOVERNANCE2026-07
What the 2026 model-risk guidance actually changes
A practitioner reading of the strengthened US guidance — and what “evidence” now means for pricing models in production.
IN PREPARATION
STANDARDS2026-07
CDM in practice: trade representation without translation loss
Mapping the FINOS/ISDA Common Domain Model onto a Rust type system, and where the standard still leaves choices.
IN PREPARATION
ENGINEERING2026-06
Determinism at grid scale
Why overnight risk should reconcile with intraday pricing bit-for-bit, and the architecture that makes it cheap.
IN PREPARATION
MARKETS2026-06
The valuation gap in private credit derivatives
Where independent pricing diverges most from dealer marks — and what model-risk teams should ask for.
IN PREPARATION
RESILIENCE2026-05
DORA for analytics vendors: a buyer’s checklist
The operational-resilience questions institutions should put to every analytics provider, including us.
IN PREPARATION
MATHEMATICS2026-05
Why your exotic price disagrees with the dealer’s
The convention and model choices that move a number more than the mathematics does — and how to pin them down.
IN PREPARATION
Articles shown are placeholders — publication pipeline launches with the platform.
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