Event
Workshop: Generate alpha with flexible curve building

Building curves that reflect the market isn't trivial - particularly when the market behaves in ways you don't expect it to or as modelling practices evolve. Whether accounting for basis between LCH and CME, adopting best practices with OIS curves, handling dual curves and multi-currency or making other adjustments, your curve building framework needs the agility to adapt quickly.

Accurate curves can result in competitive advantage.

  1. You avoid lag time of assessing multiple dealer quotes (and have the confidence to challenge quotes)
  2. Produce independent prices on which you can rely with the transparency that you need
  3. Report the most accurate P&L
  4. Protect capital and funding costs using multiple curves and currencies for the CTD
  5. Get a holistic view of risk across your portfolios and organisation

In this workshop we will demonstrate how F3 empowers you with full curve building flexibility in a single framework to generate trading alpha, price accurately, run risk across your trading book, and re-project risk for hedging ideas. F3 handles all the subtleties and nuances that make the difference.

Event Date
Thursday, June 25, 2015
Event Location

Stratton Street
May Fair Hotel
London
United Kingdom