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Methods for Constructing a Yield Curve: Wilmott Magazine Article
Patrick S. Hagan & Graeme West 1749 Views

In this paper we survey a wide selection of the interpolation algorithms that are in use in financial markets for construction of curves such as forward curves, basis curves, and most importantly, yield curves. In the case of yield curves we also review the issue of bootstrapping and discuss how the interpolation algorithm should be in- timately connected to the bootstrap itself.
Emerging Markets and the Virgin Investor: Wilmott Magazine Article
Rudi Bogni 1803 Views

Emerging markets have to be prepared for some home truths on the road to creditworthiness.

Liquidity Management & Optimisation 2015 - 24 September 2015 - Central London, UK
Liquidity Management & Optimisation 2015
24 September 2015 - Central London, UK

With the finalisation of the LCR in October, the market place is taking stock of the new liquidity environment and market place. The 2015 Liquidity Management & Optimisation event is structured to give a comprehensive overview of liquidity regulations and developments into 2016 post-LCR, direct from a range of Bank speakers.

Some of the key sessions at Liquidity Management & Optimisation:

    PRA Update: Finalised Liquidity and Risk Supervision Rules and Guidance
    Intraday: Expectations for the EBA?s 2016 Paper and How to Manage the SREP and BCBS248 Requirements
    Panel session: Optimising the Balance Sheet in the New Liquidity Environment
    Minimizing Liquidity Consumption through the Dynamic Management of Asset Correlations
    New Approaches to Liquidity Stress Testing


Expert speakers you can hear from include:

Colin Johnson, SANTANDER
Karin Boonlertvanich, KASIKORNBANK
Alistair McLeod, BARCLAYS CAPITAL
Stephan Lenz, ZÜRCHER KANTONALBANK
Chris Blake, HSBC

Learn more, view the latest agenda and register today at http://www.infoline.org.uk/FKM63259WML - quote VIP code FKM63259WML to save 15%on registration courtesy of Wilmott.
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