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Regulatory developments agenda

We've got a whole stream of content focused on regulation developments on Tuesday 3 November. Key topics under discussion include:


  • IBOR: how the yield curve is going to look like in the future
  • SA-CCR: the final countdown
  • Calibration for the standardised approach and capital output floor
  • FRTB – the end of fund derivatives?
  • Convexity with collateral for stochastic Libor-OIS/SOFR spreads, a semi-analytic approach
  • Learning optimal hedging for options
  • The US repo market