FINCAD: Advanced OIS Curve Building: Best Practices
BACK BY POPULAR DEMAND. Join us for our upcoming webinar on Advanced OIS Curve Building: Best Practices, hosted by Senior Derivatives Analyst, James Gavin, and moderated by Michael Kane, Commercial Manager at Chartis Research.
Because OIS is the standard funding rate in CSA agreements widely adopted in both the OTC and centrally cleared market, implications of not adopting best practices are significant.
During the webinar, James will discuss best practices for building robust OIS curves including:
- Handling nuances of the short and long ends of the OIS curve
- Dual-curve stripping and advanced smoothing techniques
- Dual-curve calibration and hedging long dated OIS-Libor basis risk
- Incorporating single currency CSAs into a multi-currency environment using USDAUD