Modeling Single Currency Basis Swap

This webinar will focus on how the single currency basis swap was modeled in RiskManager in the past and how basis risk can be captured using "derived curve" functionality. We will demonstrate the new functionality through examples of "derived curves"

Agenda Topics:

• Analytics Without Accounting for Basis 
• The Need for Basis 
• How to Construct or Derive Basis 
• Derived Curve Examples