Webinar : Advanced OIS Curve Building: Best Practices, Date: Wednesday, November 5, 2014 Time: 11:00 am ET

Advanced OIS Curve Building: Best Practices

Date: Wednesday, November 5, 2014
Time: 11:00 am (EDT)8:00 am (PDT)4:00 pm (GMT)12:00 am (HKT)

Register Now

Please join the upcoming webinar on Advanced OIS Curve Building: Best Practices, hosted by Senior Derivatives Analyst, James Gavin.

Without accurate OIS curve construction, valuation, pricing, and risk output is compromised.

Because OIS is the standard funding rate in CSA agreements widely adopted in both OTC and centrally cleared markets, implications of not adopting best practices are significant.

During the webinar, James will discuss best practices for building robust OIS curves including:

  • Handling nuances of the short and long ends of the OIS curve
  • Dual-curve stripping and advanced smoothing techniques
  • Dual-curve calibration and hedging long dated OIS-Libor basis risk
  • Incorporating single currency CSAs into a multi-currency environment using USDAUD

Following the presentation, there will be an interactive question and answer period.

Presenter:
James Gavin, Senior Derivatives Analyst

Moderator:
Andy Condurache, Director of Exams & Publications, PRMIA

Please Join Us

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About AIWMI

The Association of International Wealth Management of India (AIWMI) is a not-for-profit organization and a globally recognized membership association for finance professionals. AIWMI primarily focuses on the broad and strategic role of developing a more robust and forward-looking training infrastructure for the financial services sector and to promote more active industry involvement and collaboration in training and continuing education. AIWMI is offering advanced international certification programs along with a wide variety of high-quality executive education programs. AIWMI programs combine state-of-the-art knowledge and skills with practical experience and insights into the functioning of the financial sector. All AIWMI courses and educational events have an intense and pragmatic curriculum. Participants are exposed to the latest developments within the financial services sector. AIWMI plays a key role in guiding the development of the financial services sector. AIWMI works with key industry participants’ viz. the Government, the Regulators, the Industries/Associations, the Corporate, the Media and the General Public to achieve its objectives. Besides enhancing technical competence and professionalism in the industry, AIWMI organizes events and facilitates discussions to promote best practices in leadership and talent development in the financial sector with an aim to become Asia’s premier center of excellence for financial education.

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