WBS 2nd Interest Rate Conference

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


More information: WBS