Derivatives Risk Management Software & Pricing Analytics

WEBINAR

Fixed Income Strategies for Rising Rates

Globally, interest rates are rising. For investors, this means increased funding costs, which are reflected in falling bond prices and rising yields. Unfortunately, disruptive change in interest rate regime like what we’re seeing today creates risk for mispricing assets.

REGISTER FOR THE EVENT

First Name

Last Name

Email

Job Title

Company

Country

Organization Type

Google Analytics Source:

Lead Source:

Recent Conversion Event:

Recent Conversion Date:

Original Lead Source:

EVENT DETAILS

Time: 12pm ET
Date: 7 June 2022
Location: GotoWebinar

Join FINCAD, the Capital Markets division of Zafin, for our upcoming webinar where Tony Webb, PhD, Quantitative Advisor at FINCAD, and Andrew McMullen of Ontario Teachers’ Pension Plan (OTPP), will discuss the impact of rising interest rates on fixed income portfolios and how good analytics technology can be useful in this challenging environment.

Topics Covered:

Discussion on what trends OTPP & FINCAD are seeing in the way institutions are managing their fixed income portfolios in this rising rate and high volatility environment
5 insights to improve portfolio management, including identifying relative value trades, testing the effectiveness of derivatives hedging strategies, and adapting to the transition from IBORs to overnight RFRs.
How advances in technology aid analyses like stress testing, scenario analysis, strategy back-testing, and model validation, which are key activities for better portfolio management.

SPEAKERS

ANDREW MCMULLEN
Senior Principal, DM Rates & FX, Capital Markets,
Ontario Teachers’ Pension Plan

Andrew is a Portfolio Manager in the Developed Markets Rates & FX team at Ontario Teachers' Pension Plan. Andrew joined Ontario Teachers' in 2013 and has helped manage both index and absolute return portfolios in the government fixed income markets in his time there. Currently, he and his team run an absolute return strategy covering both Macro Discretionary and Relative Value opportunities within the G10 government fixed income and FX markets.

Andrew holds a Bachelor of Applied Science from Queen's University and a Master's degree in Mathematical Finance from the University of Toronto. He is also a CFA charterholder.

TONY WEBB, PHD
Quantitative Advisor,
FINCAD, Capital Markets Division of Zafin

Tony Webb is an experienced manager and quantitative analyst at FINCAD having held various roles, including Director of Analytics, VP R&D, Product Manager, and manager of technical Pre-Sales Analysts in NYC. He holds an MA in Mathematics from Cambridge University, a PhD in computational fluid dynamics from UBC, and an MBA with a specialization in finance from UBC. He is currently acting as a Quantitative Advisor within the Client Services department.