Flexible Curve Building: Valuation and Risk for Today and Tomorrow

On-Demand Webinar

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Overview


 Accurate curve building is an essential part of a successful derivatives business. But what do you do when erratic market behavior forces you to rethink the curves you build and the way you build them? Do you recode? Rebuild? Such options are valid when unforeseen market events are infrequent, but recent history has shown us a continuing trend towards the unexpected. To deal with all the uncertainty, financial institutions need to protect themselves.

During this webinar our experts weigh in on the following topics:

  • Calibration and interpolation which reflects your market view
  • Rapid adaptation to market challenges such as negative rates, LCH/CME basis, and OIS discounting
  • Accurate hedging with comprehensive real-time risk
  • Meaningful aggregated risk from consistent model sharing across traders, desks, and portfolios