The ability to quickly adapt to new market dynamics is critical to maintaining a competitive trading advantage.
Without a future-proof curve building framework, every unexpected market change requires time-consuming modifications to curve building methodology, and limits your ability to capture new opportunities. Join Dr. Tony Webb for a seminar on best practices for a robust curve building framework that enables you to protect your firm in an unpredictable marketplace.

Event is Closed

5:00 - 5:35                Registration and networking reception

5:35 - 5:45            Welcome

5:45 - 6:30              Presentation

Dr. Tony Webb - Lead Quantitative Analyst, FINCAD will discuss the following:

• Calibration and interpolation which reflects your market view
• Rapid adaptation to market challenges such as negative rates, LCH/CME basis, and OIS discounting
• Accurate hedging with comprehensive real-time risk
• Meaningful aggregated risk from consistent model sharing across traders, desks, and portfolios

6:30 – 6:40           Ahmad Namini from Frontlight (one of our customers) will talk about:

• What challenges they faced that prompted them to go looking for a solution.
• How they went about their vendor evaluations
• Why they choose FINCAD
• Any WINS they’ve seen in cost savings, speed, accuracy etc…

6:30 - 7:00            Panel discussion

Ahmad Namini, PhD – CTO and Director of Quantitative Analytics, Frontlight Capital

Dr. Robert Reitano – Senior Director, Academics, and Professor of the Practice in Finance, Brandeis University

Tony Webb, PhD, - Lead Quantitative Analyst, FINCAD