WBS 3rd Interest Rate Conference

11 Mar 2014 - 13 Mar 2014

Quantifi presented 'To Clear or Not to Clear - Optimising Capital Costs'. This conference covered a number of key topics related to the rates markets including modelling techniques, collateral calculations, curve calibration and multi-curve framework foundations

'To Clear or Not to Clear'

  • Regulation and swaps clearing
  • Initial and variation margins
  • Basel ll and lll CCR capital charges
  • FVA as part of XVA
  • OTC trade profitability analysis


Rohan Douglas, CEO, Quantifi



More information: WBS