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Economy & Finance Collateralisation: CVA & FVA - Murex - Alexandre Bon

1. OTC COLLATERALIZATION Implementation Issues in CVA & FVA Frameworks Alexandre Bon The CVA Conference: CVA & Liquidity Implementation Stream March the 23Rd, 2012…

Economy & Finance Making the Business Case for Treasury Technology

1. © 2013 Kyriba Corporation. All rights reserved. PRIVILEGED & CONFIDENTIAL. 1Tim JohnsonDirector of FinanceGarmin International, Inc.Dory MaloufTreasury Cash Operations…

Documents Enterprise Risk Management James Lam President phone: 781.772.1961 Email: [email protected]...

Slide 1Enterprise Risk Management James Lam President phone: 781.772.1961 Email: [email protected] Website: www.jameslam.com ASSE Using Risk Principles March 24 th, 2005…

Economy & Finance GLC Institute: Collateralized Debt Obligations

1. GLG Institute Presentation Collateralized Debt ObligationsJim Finkel CEO, Dynamic Credit Partners 2. About GLG InstituteGLG Institute (GLGi SM ) is a professional organization…

Economy & Finance Efficient Numerical PDE Methods to Solve Calibration and Pricing Problems in Local Stochastic...

1. Ecient Numerical PDE Methods to Solve Calibration andPricing Problems in Local Stochastic Volatility ModelsArtur SeppBank of America Merrill Lynch, [email protected]

Economy & Finance Incisive Media Recruitment Brands - Overview (July2011)

1. Incisive Media Recruitment Brand Overview 2011Incisive (in-sy-siv) adj. mentally sharp; acute; clear and effective; cutting; penetrating 2. Agenda• AccountancyAge•…

Economy & Finance The future of the OTC Derivative Market - Eugene stanfield

1. The future of the OTC Derivative Market The impact of Central Clearing 2. 1 Agenda Impact of mandatory central clearing on OTC derivatives Cost of doing business Collateral…

Documents Bennett.pdf

V O L A T IL IT Y Trading Volatility, Correlation, Term Structure and Skew T R A D IN G V O L A T IL IT Y C o lin B e n n e tt V O L A T IL IT Y T R A D IN G Colin Bennett…

Documents Pricing CDOs using Intensity Gamma Approach Christelle Ho Hio Hen Aaron Ipsa Aloke Mukherjee...

Slide 1 Pricing CDOs using Intensity Gamma Approach Christelle Ho Hio Hen Aaron Ipsa Aloke Mukherjee Dharmanshu Shah Slide 2 Intensity Gamma M.S. Joshi, A.M. Stacey “Intensity…

Documents Model Governance and Model Risk Management: Risk Manager’s Perspective Nikolai Kukharkin...

Slide 1 Model Governance and Model Risk Management: Risk Manager’s Perspective Nikolai Kukharkin Quantitative Risk Control, UBS Measuring and Controlling Model Risk, New…