Daily Archives: July 20, 2016

Webinar : 2016 Green Bonds 101 Series July 21 and Bonds and Climate Change State of the Market July 26

2016 Green Bonds 101 Series.

Register now for our next Webinar. Tomorrow – Thursday 21st July. 

How to Certify a Solar Green Bond and more. Hear from Climate Bonds experts.

Guest Presenter Uwe Jurkschat from Deutsche Kreditbank AG.

In a first for German banks, DKB has just issued a EUR 500m Climate Bonds Certified Green Bond. Proceeds will be used to refinance loans for the construction and operation of onshore wind and solar plants.

Jurkschat Uwe from DKB will provide an expert issuer perspective on the process of Climate Bonds Certification.

All About the Solar Criteria, Certification and Solar Green Bonds Webinar:

Two Sessions – Pick your time zone.

Tomorrow! Thursday 21st July

Session 19am BST London / 12pm GST Abu Dhabi / 4pm CST Beijing / 6pm AEST Sydney

REGISTER HERE

Session 23pm BST London / 4pm CEST Berlin / 10am EDT New York / 7am PDT San Francisco

REGISTER HERE

Climate Bonds Presenters:

Rob Fowler – Head of Certification

Anna Creed – Standards Manager

Special Guest Presenter

Jurkschat Uwe –  DKB Germany

The webinars will cover:

What is a solar green bond? Who can issue a solar green bond? How do they get certified? The value of certification.

What does the Climate Bonds Solar Standard measure?

Q&A

These sessions will be recorded and sent out to all those who have registered.

Last chance to register:

Session 19am BST London / 12pm GST Abu Dhabi / 4pm CST Beijing / 6pm AEST Sydney

REGISTER HERE

Session 23pm BST London / 4pm CEST Berlin / 10am EDT New York / 7am PDT San Francisco

REGISTER HERE

Next Week: ‘LIVE from the City of London’ State of the Market 2016 broadcast

If you missed our earlier Bonds and Climate Change State of the Market launch, we’re running a special LIVE webinar with a discussion of the report.

Presenters: Climate Bonds CEO Sean Kidney and special guests.

Date: Tuesday July 26

Global times: San Francisco 7:00am / New York: 10:00am / London: 3:00pm
/ Madrid: 4:00pm / Dubai 6:00pm / Mumbai: 7:30pm

Don’t miss out, register here.

 

 

Moody’s Global Teleconference Series: The Credit Performance of Infrastructure Debt July 21

Moody’s Investors Service will be hosting two teleconferences to discuss the recently published Infrastructure Default and Recovery Rates, 1983-2015Please click on your preferred date and time below to register.

APAC: Thursday, July 21, 201610:00AM HKT / 11:00AM JST / 12:00PM AEST
» Please click here to register for the APAC session

Both sessions will be led by:
» Andrew Davison, Senior Vice President, Project & Infrastructure Finance (Moderator)
» Suzanne Wingo, Global Group Credit Officer, Project & Infrastructure Finance
» Federico Beckmann, Credit Strategy and Standards Analyst, Project & Infrastructure Finance
» Varun Agarwal, Assistant Vice President, Credit Strategy and Standards

The following topics will be discussed: 
» The nature of Infrastructure and the composition of Moody’s rated portfolio of Infrastructure Debt
» Trends in credit quality, including rating transition
» Default rates, recovery rates and credit loss rates
» Rating accuracy and performance

These calls will last approximately 45 minutes. A replay will be available after the call.

Registration for all calls is required. Please click on your preferred session to receive the dial-in details.

Webcast : Negative Rates: Dealing with an Unorthodox Experiment, July 21, 10am ET

DATE

Thursday, July 21st, 2016
10am (ET) | 7am (PT) | 3pm (BST)

Join Russell Goyder, Director of Quantitative Research and Development at FINCAD to learn about the context for negative rates and the best approaches to modeling them and understanding their business impact, including:

Model requirements for negative rates
Building curves in a negative interest rate environment
Modeling swaptions: vol cube and SABR modeling, pros and cons
Interest rate modeling beyond swaptions
Save your seat and register now!
OVERVIEW


Once thought to be impossible, negative interest rates are now common in many European currencies. This presents a challenge for pricing and risk managing some rates derivatives and bonds with models that assume non-negative rate dynamics.

Join Russell Goyder, Director of Quantitative Research and Development at FINCAD to learn about the context for negative rates and the best approaches to modeling them and understanding their business impact, including:

  • Model requirements for negative rates
  • Building curves in a negative interest rate environment
  • Modeling swaptions: vol cube and SABR modeling, pros and cons
  • Interest rate modeling beyond swaptions

PRESENTERS


Russell Goyder, Director of Quantitative Research and Development, FINCAD
Before joining FINCAD’s quant team in 2006, Dr. Goyder worked as a consultant at The MathWorks, solving a wide range of problems in various industries, particularly in the financial industry. In his current role, Dr. Goyder manages FINCAD’s quant team and oversees the delivery of analytics functionality in FINCAD’s products, from initial research to the deployment of production code. Dr. Goyder holds a PhD in Physics from the University of Cambridge.

Matthew Streeter, Director of Quantitative Research and Development, FINCAD
Matthew Streeter, Capital Markets Strategist at FINCAD, has expertise in derivatives trading, structuring & pricing models as well as a background in operations, pension fund analysis, hedging strategies and PnL / performance reporting. He has held positions at JP Morgan, Société Generale, Wachovia Capital Markets, Bank of America and Deutsche Bank.