PRMIA & Numerix Master Class Video Series: OIS Discounting

EXPERT INSIGHTS

Derivative Funding Dynamics: FVA & The Hidden Cost of Trading


The Fundamentals of OIS Curve Construction – Where to Start
FASB Shakes Up Hedge Accounting Standards - OIS Rate Adopted as New Benchmark
Cross-Border Derivatives Regulation - A Checklist for Readiness
Derivatives Funding Dynamics and SABR Spreads its Wings - A Quantitative Update
The True Cost of OTC Derivatives Funding – FVA, OIS, and Profitability
Derivatives Collateral Shortage – Crying Wolf or a Reality?
The Rocky Road Ahead: Achieving a Unified View of Risk
Comprehensive Risk Management of OTC Derivatives: A Tricky Endeavor
FVA in Practice - Taking Classical Theory Further
The Tale of the Unclearable Trade
Economic Value Adjustment – The Intersection of CVA, FVA, OIS & CSAs for OTC Derivatives
The Buy-Side Impact : Cheapest-to-Deliver Collateral & the Valuation Process
The Futurization of Swaps – Dissecting the Debate
Model Validation: The 'Holy Grail' for Risk Mitigation?
The Impact of OIS Discounting on the Pricing of Non-Linear Interest Rate Structures
OTC Derivatives Valuation: Multiple Pricing Curves

The Impact of OIS Discounting on the Pricing of Non-Linear Interest Rate Structures
OTC Derivatives Valuation: Multiple Pricing Curves

Pricing & Hedging OIS: Two Possible Approaches

OIS Discounting: Complexity of Curve Construction

Today's FX Hedging Challenges: A TabbFORUM Video

Capturing Stochastic Volatility: Trading Inflation Derivatives

Advanced Valuation and Risk Modeling for COE- Structured Notes for the Brazilian Market

Advanced Valuation Methodologies for CLOs

FX-Fixed Income Hybrids: Practical Pricing Issues

LIBOR Market Models for Smile-Dependent Exotics

Market Model Accuracy and the Volatility Smile

 

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