WBS 9th Fixed Income Conference

Closed
16 Oct 2013 - 18 Oct 2013

Hosted by: WBS Events

More information and registration: WBS Events

Venue

Sofitel Munich Bayerpost, Bayerstrasse 12, 80335 Munich, Germany

Tel: +44 (0)20 7208 6000

Areas Covered 

The Latest Practical CVA & Counterparty Credit Risk Advancements; New Techniques in Collateral & Funding; Interest Rate Modelling, Multi Curves & Volatility

 

Schedule

Dmitry Pugachevsky, Director of Research, Quantifi presenting:

Main Conference Day One (Thurs 17th October)

Latest Practical CVA and FVA Advancements: Panel Discussion

Main Conference Day Two (Friday 18th October)

Collateral Optimisation and Margin Efficiency

• Optimising collateral

• Valuing the delivery option

• How to select the optimal clearing venue

• Allocating funding/collateral costs