BEGIN:VCALENDAR VERSION:2.0 PRODID:-//hacksw/handcal//NONSGML v1.0//EN CALSCALE:GREGORIAN BEGIN:VEVENT DTEND:20200423T130000 UID:6a81e1138e504 DTSTAMP:20260817T021059 LOCATION: DESCRIPTION:Fair Value of Interest Rate Derivatives Valuation of interest rate derivatives has grown in complexity since the swap market inception in the 1980s. In particular the GFC accelerated these advancements\, most notably - Multiple Estimation Curves\, one for each index tenor - Discounting on OIS curves \; The next landmark will surely be the end of LIBOR in Q4 2021\, and the development of Risk Free Rate RFR derivative markets. Add on top of this Credit/Debit Valuation Adjustment CVA/DVA and it is not a trivial exercise to value IRD in 2020 and beyond. In this seminar we will illustrate with practical examples the concepts of best practice valuation both today and into the future. About our Speaker Nick Burrough has spent 27 years in financial markets\, including 21 years as a market maker and structurer across G10 Interest Rate Derivatives in London\, Toronto &\; Sydney. As a market maker\, he traded Interest Rate Swaps\, Interest Options and Inflation products\, and over saw many changes in Front Office trading and valuation methodologies. Following a short period of Trading System consultancy\, Nick joined Bloomberg&rsquo\;s Sydney office 5 years ago as the Australia &\; New Zealand Fixed Income Market Specialist Registration and Joining the Webinar Login \;and register by clicking the link below. \; The link to join this webinar \;will be included in your auto-generated invoice email - please look out for this and keep it safe until the webinar \;is due to be broadcast. \; Note\, these emails sometimes get caught in spam folders. Note\, timing is AEST.  \; URL;VALUE=URI:http://fsaa.com.au/event/42385 SUMMARY:Fair Value of Interest Rate Derivatives - ONLINE ONLY DTSTART:20200423T120000 END:VEVENT END:VCALENDAR