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Evolution of Interest Rate Curves since the Financial Crisis
 

Evolution of Interest Rate Curves since the Financial Crisis

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This is a presentation given to Bloomberg end users working in front, middle and back offices in Dec. 2010. It highlights the financial crisis and the subsequent shift of financial instruments used to ...

This is a presentation given to Bloomberg end users working in front, middle and back offices in Dec. 2010. It highlights the financial crisis and the subsequent shift of financial instruments used to construct a valid interest rate curve. It outlines the methodology to build a reliable curve with Deposits, FRAs, Futures and Swaps and defines the validation principles.

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    Evolution of Interest Rate Curves since the Financial Crisis Evolution of Interest Rate Curves since the Financial Crisis Presentation Transcript