WBS 10th Fixed Income Conference

23 Sep 2014 - 25 Sep 2014

The WBS 10th fixed income conference covered a number of key areas including the impact of incoming regulatory & clearing changes, modelling & volatility innovations, funding, collateral & capital management

Pre-conference workshop

  • The Future Impact of Central Counterparties and Mandatory Margin Rules (Jon Gregory)
  • Multi-Curve Framework: Foundations, Evolution and Implementation
  • A History of XVA's; Quantitative Methods for CCR Capital Management

Conference Day 1

  • Impact of Incoming Regulatory & Clearing Changes
  • Latest Modelling and Volatility Innovations
  • Funding, Collateral & Capital Management

Conference Day 2

  • Impact of Incoming Regulatory & Clearing Changes 
  • Latest Practical CVA & Counterparty Credit Risk Advancements
  • Latest Modelling & Volatility Innovations