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Regulatory developments agenda

We've got a whole stream of content focused on regulation developments on Tuesday 12 May. 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

Why Not Also Attend:

IBOR Workshop

Friday 15 May 2020

Workshop leader: Marc Henrard, Visiting Professor, University College London

Modules will include an overview of the regulations and the impact of new benchmarks, the alternative benchmarks and risk management. 

Learn more about the workshop
Volatility Workshop

Monday 11 May 2020

Workshop leader: Bruno Dupire, Head Of Quantitative Research, BLOOMBERG L.P.

Modules will include the fundamentals of volatility, models, derivatives and trading and arbitrage.

Learn more about the workshop