12 Mar 2013 - 14 Mar 2013
Quantifi presented 'New Development in OIS discounting', other key topics covered during this conference related to the rates markets including modelling techniques, collateral calculations, curve calibration and multi-curve framework foundations
'New Developments in OIS Discounting'
- Practical challenges of CSA/OIS discounting
- Hedging and sensitivity analysis
- Overcoming performance and stability challenges
Rohan Douglas, CEO, Quantifi