Pricing IRDs: OIS Discounting, Risk, Operations and Audit

This two day course will provide examples of how OIS discounting has impacted on pricing methods.

18-19 Mar 2015 at The Kingsley Hotel, London, United States

Academic

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Join us on this two day course which will provide examples of how OIS discounting has impacted on pricing methods, how and why this effects middle and back office functions, as well as the consequences for compliance and internal audit groups.

The learning objectives of this course include:
– The operational challenges of managing collateral and margin in a CVA sensitive world.
– How the use of OIS Discounting has had an impact of pricing methodology and support functions.
– Why CVA has become a central part of dealers' derivatives operations, and how it can be priced accurately.
– What FVA is, why it is important in pricing, and the arguments for and against charging FVA on uncollateralised positions.

Category: Classes / Courses - Professional Training.

Prices:
Early Bird (register by 10 December): £1999,
Standard Price (after 10 December): £2499.

When
From: March 18, 2015 06:30
To: March 19, 2015 17:00
Where

The Kingsley Hotel, Bloomsbury Way, WC1A 2SD, London, United States

Category

Academic

Contact email
adriana.lobo@incisivemedia.com

Contact phone
+1 207 484 9700

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