Details
When market and reference data is being used as input into valuations and risk calculations the need for accurate and validated pricing and reference data is paramount. This webinar will cover several use cases focusing on innovative processes for managing that data. These include validations using statistical techniques, transforming market data using derivations/quantitative techniques/proxy methodologies, the linking of market and reference data in the underlying data model, and the validation of instruments that belon to curves and surfaces. Real-world, in-production use cases will be referred to for illustration.
Speakers
Charlie Browne
VP, Head of Market Data Solutions, GoldenSource
Dr. Wolfgang Kugler
Team Leader Market Data, RSU GmbH & Ko.
Moderator: Mike Meriton
Co-founder, EDM Council
Topics