Pricing IRDs: OIS Discounting, Risk, Operations and Audit

This two day course which will provide examples of how OIS discounting has impacted on pricing methods, how and why this effects middle and back office functions.

18 19 March 2014

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6 speakers

  • Frank Mulder Senior Interest Rates Trader, Rabobank International
  • Chris Hunt Former Head of Counterparty and Market Risk Operations
  • Moises Gerstein Director, CVA and FVA, ING Bank
  • Lucio Della-Ratta Audit Director, Risk and Treasury, Barclays
  • Julian Keenan Head of CVA and FVA, Lloyds Banking Group
  • Ales Lipensky CVA and FVA Trader, Lloyds Banking Group

1 session

Day 1 from 8:30am to 5:30pm Tuesday 18th March 2014

Day 2 from 8:30am to 5:30pm Wednesday 19th March 2014

1 person tracking this event

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