Following the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. For example, bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly. Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival.
19th September, 2019
3pm GMT / 4pm CET / 10am EST
Registration Closed
Registration is no longer available.
This webinar explains why calculating PFE and XVA for commodity trades is increasingly important in volatile energy markets, highlighting Monte Carlo modelling challenges, added complexities in energy derivatives, and the considerations between internal builds and external solutions.
This webinar explains why building issuer CDS curves from bond prices matters, highlighting differences between bond-implied spreads and Z-spreads, and the added challenges of constructing consistent curves, particularly for callable bonds.
Join us at Quantifi's annual financial markets conference in London, where industry leaders will come together to explore the latest challenges and opportunities driven by commodity volatility and macroeconomic trends. This exclusive event will host over 100 senior professionals from hedge funds, banking, commodity trading firms, and key industry organisations.
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