Ultimate forward rate (ufr) curve
Extrapolation method changed following concerns Smith-Wilson method impractical
Concerns raised over Eiopa’s discretion over methodology
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Ultimate forward rate (ufr) curve articles
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.