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The 4th Interest Rate Conference

If you are looking for a conference on Interest Rate related topics come along and attend the only two streamed conference of its kind that is dedicated to your function. Other conferences may have Interest Rates topics as part of the programme (or a single stream), however not the entire two streamed event!

Due to the huge success of the first three Interest Rate Conferences, WBS Training are pleased to announce that we are back in London on 18th, 19th & 20th March 2014 for The 4th Interest Rate Conference. The highly popular two streamed format will be retained along with a workshop day being presented on Wednesday 18th March. Delegates will get access to all main conference presentation files, available to download via our password protected website before the event.

Wednesday 18th March: Pre-Conference Workshop Day:

Thursday 19th March: Main Conference Day One Streams:

Friday 20th March: Main Conference Day Two Streams:

This year's topics include:

  • Net Stable Funding Ratio 
  • Liquidity Coverage Ratio 
  • FVA 
  • Leverage Ratio
  • Interest Modelling Techniques
  • Volatility
  • Options Pricing
  • Pricing Collateralized Trades 
  • Collateral Optimisation

Important notes:

Main Conference presentation files on USB memory sticks will be provided on arrival. The Main Conference files will also be made available for download via a password protected website before the event. Please print out each presentation if you wish to have hard copies before the conference and bring them with you. 

Also, Wi-Fi access will be available at the hotel venue to view presentations on laptops and mobile devices.

Conference Bookings: Discount Structure:

  • Early Bird Discount: 20% Before 30th January
  • Early Bird Discount: 10% Before 27th February
  • Main Conference + Workshop (£150 Discount)
  • Receive an extra 5% discount when booking 3 or more delegates
  • 70% Academic Discount (FULL-TIME Students Only)

Confirmed & Invited Speakers

  • Alexander Antonov: Senior Vice President, Quantitative Research, Numerix
  • Philippe Balland: Global Head of Rates, Currency & Credit Analytics, UBS
  • Romain Berry: EMEA and APAC Head of Global Portfolio Optimization, Citigroup
  • Antonio Castagna: Partner, IASON
  • Moorad Choudhry: Professor at the Department of Mathematical Sciences, Brunel University
  • Rohan Douglas: CEO, Quantifi
  • Zlatko Filipovic: Quantitative Analyst, UBS Investment Bank
  • Marc Henrard: Quantitative Research, OpenGamma
  • Professor Lane P. Hughston: Brunel University London & St Petersburg National Research University of Information Technologies, Mechanics and Optics
  • Chris Hunt: Independent Consultant, Hunt Financial Training
  • Marko Jevremovic: Quantitative Analyst, UBS Investment Bank
  • Colin Johnson: Head of ALM & Liquidity Risk Oversight, Santander UK
  • Chris Kenyon: Director, Quantitative Research, CVA, Lloyds Banking Group
  • Paul McCloud: Head of Vanilla Interest Rate Quantitative Research, Nomura
  • Guillaume Macey: Global Head of Quantitative Research, Global Rates, HSBC
  • Matteo Rolle: Trader, Collateral Optimisation Trading: Lloyds Banking Group

2014 Testimonials

Massimo Morini: Head of Interest Rate & Credit Models, Banca IMI

"Thanks to the very detailed talks and well-planned panels, the Fixed Income Conference in Barcelona has been the most vibrant and interesting event on XVAs I have seen this year."

Fabrizio Anfuso: Head of CCR Backtesting Methodology Team, Credit Suisse

"Many thanks for the invitation and the great organisation! I have been now 6y in the industry attending conferences on a regular basis. This was by far the best event I have taken part to!"

Eirik Berg: Risk manager, DNB Markets 

"Thanks for organizing a very useful and inspiring conference. For me most of the topics were directly related to things I work on"

Nick Haining: Chief operating Officer, CompatibL  

"Once again WBS maintained their ability to bring advanced practitioners together in a great environment conducive to both social and technical discussion. They really excel at this.”

Philippe Balland FX, Rates & Credit Quant

"Thank you for inviting me to the Barcelona event. I have truely enjoyed the conference. The organisation and location of the event were fantastic! It was a great occasion to catch up on the latest developments in a very relaxed and collegiate atmosphere."

Risk Manager

"Thank you very much for a great conference. Well organized, with top speakers, good discussions, nice ambiance, the conference was very informative and inspiring. I also liked the venue a lot – good hotel at great location. Hope to be back!"

Ignacio Ruiz: iRuiz Consulting

"Nice event last week! Very well organised."


"Thanks again for a great event in Barcelona!"

Manager, Portfolio Analytics

"The organization was very good, thanks for the invite."

Main Sponsor: Numerix

Numerix is the leading provider of analytics software and services for structuring, pre-trade pricing and analysis, trade capture, valuation, and risk management, with support for commodities, credit, equities, fixed income, foreign exchange, inflation, and hybrid instruments. Founded in 1996, Numerix has over 700 clients and 50 partners across more than 25 countries.

Gold Sponsor: CompatibL

CompatibL is a software integrator and consultancy specializing in CVA/FVA/PFE, limits, and Basel compliance. CompatibL’s unique blend of expertise in quantitative and engineering aspects of the project makes us an ideal partner for complex implementations involving advanced Monte Carlo analytics and complex trade, market, and reference data. Our customers are some of the most respected firms in the financial industry including 4 dealers, 3 supranationals, over 20 central banks, and 3 major financial technology vendors.

For more information visit:

Gold Sponsor: Quantifi

Quantifi Solutions

Quantifi is a leading provider of analytics and risk management software for the global OTC markets. Winner of Risk Magazine’s 2012 Risk Management Product of the Year, we are trusted by the world's most sophisticated financial institutions, including five of the six largest global banks, to help them better value, trade and risk manage their exposures.

Quantifi Counterparty Risk is a next generation counterparty risk system designed from the ground up to uniquely satisfy the rapidly evolving needs of regulatory compliance, corporate reporting and CVA trading and hedging. Incorporating the market’s most advanced, high performance Monte Carlo engine combined with super-scalable grid computing, Quantifi Counterparty Risk can support even the largest, most complex portfolios including those with significant wrong-way risk.

Learn how Quantifi, with first to market support for the latest innovations like Funding Valuation Adjustments (FVA), can help you today.

Gold Sponsor: Xcelerit

Xcelerit is a leading software provider of cross-platform acceleration tools for financial services, engineering, and research. Xcelerit technology allows Quantitative Analysts to unlock the performance of accelerators (GPUs and multi-core) with minor modifications to their existing source code. Our partnerships with leading hardware vendors and systems integrators have enabled us to deliver a full solution from initial consultancy, training, hardware integration and software acceleration. Our satisfied customers include the leading firms in investment banking, asset management, and insurance.

For more information visit:

Gold Sponsor: Global Valuation

Global Valuation Ltd. (GVL) is a software firm based in London. GVL’s two products are Esther, a software-hardware solution for the simulation of large OTC portfolios and mega-models for CVA-FVA-DVA, and Athena, a data service for calibrated models in collaboration with ICAP. GVL also partners with TriOptima in the delivery of triCalculate, a hosted risk analytics service for OTC portfolios.

Silver Sponsor: Wiley

Over the years, financial professionals around the world have looked to Wiley and the Wiley Finance series with its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley continues to respond.

With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise.