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