Thursday October 22, 2015
11am (ET) | 8am (PT)
Accurate curve-building is an essential part of a successful derivatives business. But what do you do when erratic market behavior forces you to rethink the curves you build and the way you build them? Do you recode? Rebuild? Such options are valid when unforeseen market events are infrequent, but recent history has shown us a continuing trend towards the unexpected. To deal with all the uncertainty, financial institutions need to protect themselves.
Join FINCAD’s Tony Webb PhD, Director of Analytics, for an important curve-building webinar. Tony will discuss how you can future-proof your organization against unanticipated market behavior and modeling convention changes with a sophisticated enterprise valuation and risk platform (EVRP). Specific topics will include a discussion about the past, present, and future of curve building, and insight into how flexible curve building solves issues around negative rates, the LCH/CME basis, and OIS discounting.