18 - 21 November 2024
InterContinental O2LondonRegulatory developments agenda
We've got a whole stream of content focused on regulation developments on Tuesday 3 November. Key topics under discussion include:
- IBOR: how the yield curve is going to look like in the future
- SA-CCR: the final countdown
- Calibration for the standardised approach and capital output floor
- FRTB – the end of fund derivatives?
- Convexity with collateral for stochastic Libor-OIS/SOFR spreads, a semi-analytic approach
- Learning optimal hedging for options
- The US repo market