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Valuation of IR Derivatives in a new Regulatory Environment Valuation of IR Derivatives in a new Regulatory Environment

Valuation of IR Derivatives in a new Regulatory Environment - PowerPoint Presentation

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Uploaded On 2017-05-27

Valuation of IR Derivatives in a new Regulatory Environment - PPT Presentation

Speakers Eduardo Pereira Risk and Regulation Specialist Bloomberg LP Bernardo Santos Andrade Senior Manager Toyota Motor Finance Netherlands BV Dutch Association of Corporate Treasurers Event Hotels Van ID: 553174

counterparty credit liquidity amp credit counterparty amp liquidity risk calculating spreads market euribor premium collateral cva csa swaps positive

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