The 9th Fixed Income Conference, Sofitel Munich Bayerpost
16th, 17th & 18th October 2013

The Fixed Income Conference is now in its 9th year and in 2013 we are heading to Bavaria and the wonderful city of Munich. The pre-conference workshop day now boasts 4 options, as well as 4 Roundtables (new for this year) which are available complimentary to all delegates attending the workshop day.

Our 3 streamed main conference format remains a firm favourite as the longer sessions allow presenters to develop their quants ideas and present detailed case studies. Delegates can enjoy longer breaks in an informal environment, which is ideal for networking opportunities, and relax in the evening at our traditional Bavarian complimentary gala dinner . 

In recent years the quants world has been relatively quiet with a particular focus on implementing new regulations, capital charges and disputing over FVA. However, this year's conference is the most technical for a number of years with numerous new models and extensions being showcased. So join us this October at one of world's most informative, insightful and heavily debated quants events. 

Early Bird discount: 20% before Friday 28th June. Receive an extra 5% discount when booking 3 or more delegates. Plus Register to the Main Conference + Workshop and receive a £150 discount. A total saving of £650.00.

The 2nd Inflation Conference: Derivatives, Modelling, Trading, Pricing, Hedging & Pension Funds,
London, 22nd, 23rd, & 24th May 2013

This year's leading industry experts: Inflation Conference Speakers: 

Nabyl Belgrade: Cross Asset Senior Financial Engineer, Bloomberg, Brice Benaben: Managing Director and Head of Inflation Research, New Sky Capital, Mark Greenwood: Global Head of Inflation Options, RBS Global Banking & Markets, Etienne Koehler: Head of CVA Risk Modelling, HSBC,Sumit Mehta: Head of Inflation Structuring, RBS Global Banking & Markets, Dan Mikulskis: Director, ALM & Investment Strategy, Redington Dariush Mirfendereski: Inflation Market Expert, with over 15 years trading experience at Barclays Capital and UBS, Diana Ribeiro: Director Of Rates Quantitative Research, Lloyds Banking Group 

Workshop Day: Inflation Trading Strategies by Dariush Mirfendereski 

Main Conference Day 1: Topics 
Understanding the Specificities of the Major Inflation Markets, Different structures of inflation-linked markets, different behaviours of inflation curves, Some inefficiencies of the market, Inflation Options and Exotics: Market Development, Themes & Strategies, Inflation Markets: The Role of End-users: Constraints, Dislocations & Innovation, Upcoming and new inflation derivative products and changing regulations with applications for pension funds and corporates

Main Conference Day 2: Topics 
Modeling and Pricing Inflation, Market Data and Calibration, Validation Models, Pension fund approach to hedging inflation, Approaches taken to LPI hedging, Minimal Inflation: Pricing Inflation-Linked Options With A One-Factor Local Volatility Model

Latest Practical CVA & FVA Advancements: Pricing, Hedging, Computational, Trading and Modelling
(Tackling the latest challenges faced by your CVA function)
London: 24th & 25th June 2013

Day 1: Andrey Chirikhin (The Royal Bank of Scotland) focuses on the theory through to implementing the latest practical advancements of your CVA/FVA function. Attendees will get exposure to the state of art modelling methods of CVA and CCR from pure economic view on CVA/FVA to the practical aspects of designing and implementing CVA and CCR models.

Day 2: Reviews the latest practical CVA & FVA techniques. The day starts with Claudio Albanese (King's College London) and Kirk Buckley (BNP Paribas) reviewing the latest hedging strategies for CVA Books, followed by a presentation on CVA and counterparty risk trading techniques.

The afternoon session opens with a panel discussion looking at the latest thoughts on trading techniques, emerging markets and the on-going FVA debate, followed by Milena Imamovic-Tomasovic (Deutsche Bank) reviewing the latest thinking and examining what is next in the CVA, DVA & FVA debate. Giovanni Cesari's (UBS) concluding session begins with a short talk to introduce some key questions on CVA/FVA/RWA, followed by an informal round table discussion on; CVA prices with other front office valuations, CVA and RWA computation, collateralized transactions, the role of clearing houses and different views on FVA computation.

Register to both days of the workshop and receive a £200 discount, Plus an extra Early Bird discount: 10% before Friday 24th May

Collateralization & Funding: The Latest Pricing, Modelling & Trading Techniques  (Tackling the latest challenges faced in a Collateral Sensitive Environment), London: 8th & 9th July 2013

Day 1: Rade Plavsic (Consultant, formally UBS) will present on trading Interest Rate Derivatives in a Collateral Sensitive Environment. This will take delegates through the collateral set up and collateral model via a step-by-step guide to building multiple discount curves and building a front to back model on trading collateralized derivatives. Zlatko Filipovic (UBS) will move this topic forward in the afternoon session by: Introducing the overlay of uncollateralization; Examining CVA , DVA, Cost of Funding (FVA) and cost of collateral; Introducing Credit Exposure & Counterparty Exposure Computation Techniques and CVA Computation. Case studies will highlight novation of trades in practise taking into account CVA, DVA and FVA.

Day 2: Andrea Pallavicini's (Banca IMI) 3 hour morning presentation will focus on pricing in Collateralized Markets: Multiple Curves, Credit-Liquidity Effects & CCP Clearing. It will review the relationship between hedging strategies and banks liquidity policies and moving on to understand interest rate and FX modelling for funding and collateralised products. 

The afternoon session on day two will review practical approaches to funding, pricing, trading and modelling in collateralized markets. Claudio Albanese (King's College London) will examine collateral trading Strategy and FVA Optimization, followed by an informal round table discussion with collateralization and funding expert Igor Smirnov (Banco Santander) on practical approaches to funding, pricing, trading and modelling in collateralized markets. In summary, this event will examine the impact of collateral on interest rate products, by reviewing recent modelling advancements on collateral and derivatives pricing.  

Register to both days and receive £200 a discount, Plus an extra Early Bird discount: 10% before Friday 31st May