Event
Multi-Currency Rates Trading: A Review of Collateralization Best Practice
Join James Gavin, Senior Derivatives Analyst at FINCAD, for a review of collateralization best practice in a multi-currency curve environment. Mr. Gavin will discuss:
- Overcoming challenges around internal funding rates and collateral agreements in a multi-currency environment
- Multi-currency curve building and its impact on hedging
- Getting your curves right for accurate pricing and trading
- How to achieve accuracy and consistency in firm-wide risk analysis
A panel discussion will also take place and include Peter Went, Executive with risk management and FX payment systems experience, CLS Group, Soren Haagensen, Managing Director, Integral Development Corp., Raphael Douady, Research Director at Riskdata
Event Time
Registration starts at 5 pm
Event Date
Tuesday, March 08, 2016
Event Location
4 East 60th Street
Harmonie Club
New York
Canada
Speakers
James Gavin
Peter Went
Soren Haagensen
Raphael Douady