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Event Date | Mon Jun 12 EDT - Tue Jun 13 EDT (over 7 years ago) |
Location | New York, NY, United States |
Region | Americas |
The first day of the course will be delivered by one of our most esteemed speakers, David Green who is the Managing Director at The Exequor Group. His sessions will explain the purpose of FTP, developing funding curves and how to calculate FTP rates and spreads
The second day will look at products with non-maturity cash flows, liquidity premiums such as volatility and curve choice, and what the LCR implications are on FTP.
David Green
Managing Director
The Exequor Group
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