About the event
Since the 2007 financial crisis; the interest rate markets have changed dramatically with the generalisation of Variation Margin (VM) frameworks and the increased impact of credit spreads embedded in IBOR benchmarks. These market changes lead to major adaptations to interest rate modelling. The VM's remuneration is impacting all valuations and different IBOR benchmarks are linked to different curves; represented respectively by the collateral discounting framework and the multi-curve framework. This workshop will review those two frameworks in a coherent setting; from the foundations to the practical implementations; in particular the curves calibration and risk management repercussions.
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Fitch Learning
Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. Fitch Learning is a global leader in training with experience of delivering specialised technical training at all levels to the financial community. Fitch Learning partner with clients to elevate knowledge and skills and enhance conduct. We work with 9 out of 10 of each of the largest Investment Banks, Asset Managers and Global Banks and through state-of-the-art training centres in London, New York, Hong Kong, Singapore and Dubai, and our leading distance learning portals, we train more than 20,000 delegates each year.
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