{"id":100006654,"date":"2021-06-02T18:31:34","date_gmt":"2021-06-02T16:31:34","guid":{"rendered":"https:\/\/www.reacfin.com\/?p=100006654"},"modified":"2021-08-04T17:11:25","modified_gmt":"2021-08-04T15:11:25","slug":"webinar-interest-rate-curve","status":"publish","type":"post","link":"https:\/\/www.reacfin.com\/index.php\/2021\/06\/02\/webinar-interest-rate-curve\/","title":{"rendered":"Interest rate curve Webinar"},"content":{"rendered":"<p>{&#8220;main-title&#8221;:{&#8220;component&#8221;:&#8221;hc_title&#8221;,&#8221;id&#8221;:&#8221;main-title&#8221;,&#8221;subtitle&#8221;:&#8221;&#8221;,&#8221;title_content&#8221;:{&#8220;component&#8221;:&#8221;hc_title_empty&#8221;,&#8221;id&#8221;:&#8221;title-empty&#8221;},&#8221;title&#8221;:&#8221;Interest rate curve 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class=\"rs-p-wp-fix\"><\/p>\n\t\t\t<rs-module-wrap id=\"rev_slider_14_1_wrapper\" data-source=\"gallery\" style=\"background:transparent;padding:0;margin:0px auto;margin-top:0;margin-bottom:0;\">\n\t\t\t\t<rs-module id=\"rev_slider_14_1\" style=\"display:none;\" data-version=\"6.2.1\">\n\t\t\t\t\t<rs-slides>\n\t\t\t\t\t\t<rs-slide data-key=\"rs-67\" data-title=\"Slide\" data-duration=\"5900\" data-anim=\"ei:d;eo:d;s:5900;r:0;t:fade;sl:d;\">\n\t\t\t\t\t\t\t<img loading=\"lazy\" decoding=\"async\" src=\"\/\/www.reacfin.com\/wp-content\/uploads\/2016\/12\/slider-reacfinacademyinterestrate.jpg\" title=\"slider-reacfinacademyinterestrate\" width=\"2560\" height=\"989\" class=\"rev-slidebg\" data-no-retina>\n<!--\n\t\t\t\t\t\t\t--><h3\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-8\" \n\t\t\t\t\t\t\t\tclass=\"rs-layer\"\n\t\t\t\t\t\t\t\tdata-type=\"text\"\n\t\t\t\t\t\t\t\tdata-color=\"#ffffff\"\n\t\t\t\t\t\t\t\tdata-rsp_ch=\"on\"\n\t\t\t\t\t\t\t\tdata-xy=\"x:200px;y:240px;\"\n\t\t\t\t\t\t\t\tdata-text=\"s:18;l:14;fw:300;a:center;\"\n\t\t\t\t\t\t\t\tdata-frame_0=\"x:left;o:1;tp:600;\"\n\t\t\t\t\t\t\t\tdata-frame_1=\"tp:600;sp:5880;sR:10;\"\n\t\t\t\t\t\t\t\tdata-frame_999=\"o:0;tp:600;st:w;sp:5010;\"\n\t\t\t\t\t\t\t\tstyle=\"z-index:11;font-family:calibri;\"\n\t\t\t\t\t\t\t> \n\t\t\t\t\t\t\t<\/h3><!--\n\n\t\t\t\t\t\t\t--><rs-layer\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-9\" \n\t\t\t\t\t\t\t\tclass=\"tp-shape tp-shapewrapper\"\n\t\t\t\t\t\t\t\tdata-type=\"shape\"\n\t\t\t\t\t\t\t\tdata-rsp_ch=\"on\"\n\t\t\t\t\t\t\t\tdata-xy=\"x:2px;y:179px;\"\n\t\t\t\t\t\t\t\tdata-text=\"a:inherit;\"\n\t\t\t\t\t\t\t\tdata-dim=\"w:138px;h:5px;\"\n\t\t\t\t\t\t\t\tdata-frame_0=\"x:left;o:1;tp:600;\"\n\t\t\t\t\t\t\t\tdata-frame_1=\"tp:600;sp:6280;\"\n\t\t\t\t\t\t\t\tdata-frame_999=\"o:0;tp:600;st:w;sp:5040;sR:5800;\"\n\t\t\t\t\t\t\t\tstyle=\"z-index:9;background-color:#d81f27;\"\n\t\t\t\t\t\t\t> \n\t\t\t\t\t\t\t<\/rs-layer><!--\n\n\t\t\t\t\t\t\t--><rs-layer\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-11\" \n\t\t\t\t\t\t\t\tdata-type=\"text\"\n\t\t\t\t\t\t\t\tdata-color=\"#000000\"\n\t\t\t\t\t\t\t\tdata-rsp_ch=\"on\"\n\t\t\t\t\t\t\t\tdata-xy=\"y:217px;\"\n\t\t\t\t\t\t\t\tdata-text=\"w:normal;s:14;l:18;\"\n\t\t\t\t\t\t\t\tdata-dim=\"w:465px;h:115px;\"\n\t\t\t\t\t\t\t\tdata-frame_999=\"o:0;st:w;\"\n\t\t\t\t\t\t\t\tstyle=\"z-index:12;font-family:Roboto;\"\n\t\t\t\t\t\t\t><i class=\"material-icons\" style=\"color:#D81F53;\">calendar_today<\/i> On-demand<br \/>\n<i class=\"material-icons\" style=\"color:#D81F53;\">video_label <\/i> Reacfin webinar<br \/><i class=\"material-icons\" style=\"color:#D81F53;\">wifi<\/i> Computer, Internet connexion<br \/>\n<i class=\"material-icons\"style=\"color:#D81F53;\">stars<\/i> 1.5 IA|BE CPD eligible  <br \/>\n<i class=\"material-icons\"style=\"color:#D81F53;\">public<\/i> English<br \/>\n<i class=\"material-icons\"style=\"color:#D81F53;\">access_time<\/i> About 1h30 \n\t\t\t\t\t\t\t<\/rs-layer><!--\n\n\t\t\t\t\t\t\t--><rs-layer\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-12\" \n\t\t\t\t\t\t\t\tdata-type=\"object\"\n\t\t\t\t\t\t\t\tdata-rsp_ch=\"on\"\n\t\t\t\t\t\t\t\tdata-xy=\"x:50px;y:254px;\"\n\t\t\t\t\t\t\t\tdata-text=\"w:normal;\"\n\t\t\t\t\t\t\t\tdata-frame_999=\"o:0;st:w;\"\n\t\t\t\t\t\t\t\tstyle=\"z-index:15;font-family:Roboto;\"\n\t\t\t\t\t\t\t> \n\t\t\t\t\t\t\t<\/rs-layer><!--\n\n\t\t\t\t\t\t\t--><rs-layer\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-13\" \n\t\t\t\t\t\t\t\tdata-type=\"text\"\n\t\t\t\t\t\t\t\tdata-color=\"#ffffff\"\n\t\t\t\t\t\t\t\tdata-rsp_ch=\"on\"\n\t\t\t\t\t\t\t\tdata-xy=\"x:15px;y:370px;\"\n\t\t\t\t\t\t\t\tdata-text=\"w:normal;s:14;l:17;\"\n\t\t\t\t\t\t\t\tdata-frame_999=\"o:0;st:w;\"\n\t\t\t\t\t\t\t\tstyle=\"z-index:16;font-family:Roboto;\"\n\t\t\t\t\t\t\t><a href=\"mailto:learning@reacfinacademy.com?subject= Reacfin Webinar - Are you sure you are doing it right? &amp;body=Dear Reacfin Academy, I am interested in your webinar Interest rate curve construction: a review of the modern framework, I would like to be informed when a new session is organized.\" style=\"color: white\"> Request information<\/a> <br \/>\n \n\t\t\t\t\t\t\t<\/rs-layer><!--\n\n\t\t\t\t\t\t\t--><rs-layer\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-16\" \n\t\t\t\t\t\t\t\tdata-type=\"shape\"\n\t\t\t\t\t\t\t\tdata-rsp_ch=\"on\"\n\t\t\t\t\t\t\t\tdata-xy=\"x:2px;y:369px;\"\n\t\t\t\t\t\t\t\tdata-text=\"w:normal;\"\n\t\t\t\t\t\t\t\tdata-dim=\"w:153px;h:27;\"\n\t\t\t\t\t\t\t\tdata-border=\"bor:4px,4px,4px,4px;\"\n\t\t\t\t\t\t\t\tdata-frame_999=\"o:0;st:w;\"\n\t\t\t\t\t\t\t\tstyle=\"z-index:13;background-color:#d81f27;\"\n\t\t\t\t\t\t\t> \n\t\t\t\t\t\t\t<\/rs-layer><!--\n\n\t\t\t\t\t\t\t--><h1\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-20\" \n\t\t\t\t\t\t\t\tclass=\"rs-layer\"\n\t\t\t\t\t\t\t\tdata-type=\"text\"\n\t\t\t\t\t\t\t\tdata-color=\"#4d4f53\"\n\t\t\t\t\t\t\t\tdata-rsp_ch=\"on\"\n\t\t\t\t\t\t\t\tdata-xy=\"y:129px;\"\n\t\t\t\t\t\t\t\tdata-text=\"s:20;l:50;fw:600;a:inherit;\"\n\t\t\t\t\t\t\t\tdata-dim=\"w:435.594px;\"\n\t\t\t\t\t\t\t\tdata-frame_0=\"x:left;o:1;tp:600;\"\n\t\t\t\t\t\t\t\tdata-frame_1=\"tp:600;sp:5880;sR:10;\"\n\t\t\t\t\t\t\t\tdata-frame_999=\"o:0;tp:600;st:w;sp:5010;\"\n\t\t\t\t\t\t\t\tstyle=\"z-index:8;font-family:calibri;\"\n\t\t\t\t\t\t\t>Interest rate curve construction: a review of the modern framework \n\t\t\t\t\t\t\t<\/h1><!--\n\n\t\t\t\t\t\t\t--><h1\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-42\" \n\t\t\t\t\t\t\t\tclass=\"rs-layer\"\n\t\t\t\t\t\t\t\tdata-type=\"text\"\n\t\t\t\t\t\t\t\tdata-color=\"#4d4f53\"\n\t\t\t\t\t\t\t\tdata-rsp_ch=\"on\"\n\t\t\t\t\t\t\t\tdata-xy=\"y:33px;\"\n\t\t\t\t\t\t\t\tdata-text=\"s:47;l:50;fw:500;a:inherit;\"\n\t\t\t\t\t\t\t\tdata-frame_0=\"x:left;o:1;tp:600;\"\n\t\t\t\t\t\t\t\tdata-frame_1=\"tp:600;sp:5880;sR:10;\"\n\t\t\t\t\t\t\t\tdata-frame_999=\"o:0;tp:600;st:w;sp:5010;\"\n\t\t\t\t\t\t\t\tstyle=\"z-index:8;font-family:calibri;\"\n\t\t\t\t\t\t\t>Are you sure you are doing <br \/>it right?  \n\t\t\t\t\t\t\t<\/h1><!--\n\n\t\t\t\t\t\t\t--><rs-layer\n\t\t\t\t\t\t\t\tid=\"slider-14-slide-67-layer-43\" \n\t\t\t\t\t\t\t\tclass=\"tp-shape 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Abstract: <\/b>\\nThe term structure of interest rates is central to many valuation or risk management models. However, the construction of interest rate curves is no trivial task, and demands an in-depth understanding of the interest rate derivatives markets. It is our experience that some financial institutions do not pay enough attention to that question, and end up using very simplistic approaches, such as linear interpolation on swap rates.\\nIn this workshop, we examine the genesis of the need for a modern multi-curve bootstrapping framework, which takes into account the larger basis spreads and the collateral agreements, which are now widely used.\\nWe then review several market standard approaches to construct interest rate curves under this modern framework, and show the pros and cons of each methodology. In particular, we suggest \u201coptimal choices\u201d depending on the targeted application.\\n\\n<b>Who?<\/b> This workshop welcomes everyone whose job is impacted by the interest rates problematic. \\n\\n<b>Agenda:<\/b>\\n<\/p>\n<ol>\\n<\/p>\n<li>Interest rate curve construction: context<\/li>\n<p>\\n<\/p>\n<li>The basics: a simplistic approach<\/li>\n<p>\\n<\/p>\n<ul>\\n<\/p>\n<li>The classical framework<\/li>\n<p>\\n<\/p>\n<li>The modern framework<\/li>\n<p>\\n<\/ul>\n<p>\\n<\/p>\n<li>The interpolation problem<\/li>\n<p>\\n<\/p>\n<ul>\\n<\/p>\n<li>The choices: what and how to interpolate<\/li>\n<p>\\n<\/p>\n<li>Theoretically accurate methods<\/li>\n<p>\\n<\/p>\n<ul>\n<li>Piecewise-linear curves<\/li>\n<p>\\n<\/p>\n<li>Cubic spline curves<\/li>\n<\/ul>\n<\/ul>\n<p>\\n<\/p>\n<ul>\\n<\/p>\n<li>A practical shortcut: synthetic IRS quotes<\/li>\n<p>\\n<\/p>\n<li>A comparison of approaches<\/li>\n<p>\\n<\/p>\n<ul>\\n<\/p>\n<li>IRS pricing example<\/li>\n<p>\\n<\/p>\n<li>The right curve for the right application<\/li>\n<p>\\n<\/ul>\n<\/ul>\n<p>\\n<\/p>\n<li>More complexities<\/li>\n<p>\\n<\/p>\n<li>Conclusion<\/li>\n<p>\\n<\/ol>\n<p>&#8220;},{&#8220;component&#8221;:&#8221;hc_wp_editor&#8221;,&#8221;id&#8221;:&#8221;HIhVY&#8221;,&#8221;css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_styles&#8221;:&#8221;&#8221;,&#8221;editor_content&#8221;:&#8221;In case you would like to organize this webinar within your company feel free to contact us at <a style=\\\"color: #d81f27;\\\" href=\\\"mailto:learning@reacfinacademy.com\\\">learning@reacfinacademy.com<\/a>.&#8221;},{&#8220;component&#8221;:&#8221;hc_space&#8221;,&#8221;id&#8221;:&#8221;RNNaX&#8221;,&#8221;css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_styles&#8221;:&#8221;&#8221;,&#8221;size&#8221;:&#8221;&#8221;,&#8221;height&#8221;:&#8221;&#8221;},{&#8220;component&#8221;:&#8221;hc_button&#8221;,&#8221;id&#8221;:&#8221;enrlO&#8221;,&#8221;css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_styles&#8221;:&#8221;&#8221;,&#8221;icon&#8221;:&#8221;fa fa-folder-open&#8221;,&#8221;style&#8221;:&#8221;square&#8221;,&#8221;size&#8221;:&#8221;btn-lg&#8221;,&#8221;position&#8221;:&#8221;left&#8221;,&#8221;animation&#8221;:false,&#8221;text&#8221;:&#8221;Discover our complete training offer&#8221;,&#8221;link_type&#8221;:&#8221;classic&#8221;,&#8221;lightbox_animation&#8221;:&#8221;&#8221;,&#8221;caption&#8221;:&#8221;&#8221;,&#8221;inner_caption&#8221;:false,&#8221;new_window&#8221;:false,&#8221;link&#8221;:&#8221;https:\/\/www.reacfin.com\/index.php\/reacfinacademy-2-2\/guided-training\/#section_1EpCC&#8221;,&#8221;link_content&#8221;:[],&#8221;lightbox_size&#8221;:&#8221;&#8221;,&#8221;scrollbox&#8221;:false}]},{&#8220;component&#8221;:&#8221;hc_column&#8221;,&#8221;id&#8221;:&#8221;column_NYkhA&#8221;,&#8221;column_width&#8221;:&#8221;col-md-3&#8243;,&#8221;animation&#8221;:&#8221;&#8221;,&#8221;animation_time&#8221;:&#8221;&#8221;,&#8221;timeline_animation&#8221;:&#8221;&#8221;,&#8221;timeline_delay&#8221;:&#8221;&#8221;,&#8221;timeline_order&#8221;:&#8221;&#8221;,&#8221;css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_styles&#8221;:&#8221;&#8221;,&#8221;main_content&#8221;:[{&#8220;component&#8221;:&#8221;hc_niche_content_box_testimonials&#8221;,&#8221;id&#8221;:&#8221;SoIiM&#8221;,&#8221;css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_styles&#8221;:&#8221;&#8221;,&#8221;image&#8221;:&#8221;https:\/\/www.reacfin.com\/wp-content\/uploads\/2021\/06\/antoine-speaker2.png|450|450|100006675&#8243;,&#8221;title&#8221;:&#8221;Consultant&#8221;,&#8221;box_style&#8221;:&#8221;style_1&#8243;,&#8221;subtitle&#8221;:&#8221;&#8221;,&#8221;text&#8221;:&#8221;<b>Antoine Gustin<\/b>&#8220;},{&#8220;component&#8221;:&#8221;hc_niche_content_box_testimonials&#8221;,&#8221;id&#8221;:&#8221;IGAG3&#8243;,&#8221;css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_classes&#8221;:&#8221;&#8221;,&#8221;custom_css_styles&#8221;:&#8221;&#8221;,&#8221;image&#8221;:&#8221;https:\/\/www.reacfin.com\/wp-content\/uploads\/2021\/06\/fred-speaker2.png|450|450|100006678&#8243;,&#8221;title&#8221;:&#8221;Associate Partner&#8221;,&#8221;box_style&#8221;:&#8221;style_1&#8243;,&#8221;subtitle&#8221;:&#8221;&#8221;,&#8221;text&#8221;:&#8221;<b>Fr\u00e9d\u00e9ric Vangheluwe<\/b>&#8220;}]}],&#8221;section_settings&#8221;:&#8221;&#8221;},&#8221;scripts&#8221;:{},&#8221;css&#8221;:{&#8220;content_box&#8221;:&#8221;css\/content-box.css&#8221;},&#8221;css_page&#8221;:&#8221;&#8221;,&#8221;template_setting&#8221;:{&#8220;settings&#8221;:{&#8220;id&#8221;:&#8221;settings&#8221;}},&#8221;template_setting_top&#8221;:{},&#8221;page_setting&#8221;:{&#8220;settings&#8221;:[&#8220;lock-mode-off&#8221;]},&#8221;post_type_setting&#8221;:{&#8220;settings&#8221;:{&#8220;image&#8221;:&#8221;https:\/\/www.reacfin.com\/wp-content\/uploads\/2020\/09\/type-on-the-keyboard-at-home-office-FWAZJ9K2-1.jpg|354|777|100006009&#8243;,&#8221;excerpt&#8221;:&#8221;Interest rate curve construction: a review of the modern framework<br \/>\\n<a class=\\\"btn-text\\\" style=\\\"margin-top:12px; margin-bottom:5px\\\" href=\\\" https:\/\/www.reacfin.com\/index.php\/2021\/06\/02\/webinar-interest-rate-curve\/ \\\">Read more<\/a>&#8220;,&#8221;extra_1&#8243;:&#8221;&#8221;,&#8221;extra_2&#8243;:&#8221;&#8221;,&#8221;icon&#8221;:{&#8220;icon&#8221;:&#8221;&#8221;,&#8221;icon_style&#8221;:&#8221;&#8221;,&#8221;icon_image&#8221;:&#8221;&#8221;}}}}<\/p>\n","protected":false},"excerpt":{"rendered":"<p>{&#8220;main-title&#8221;:{&#8220;component&#8221;:&#8221;hc_title&#8221;,&#8221;id&#8221;:&#8221;main-title&#8221;,&#8221;subtitle&#8221;:&#8221;&#8221;,&#8221;title_content&#8221;:{&#8220;component&#8221;:&#8221;hc_title_empty&#8221;,&#8221;id&#8221;:&#8221;title-empty&#8221;},&#8221;title&#8221;:&#8221;Interest rate curve Webinar&#8221;},&#8221;section_5ZtkF&#8221;:{&#8220;component&#8221;:&#8221;hc_section&#8221;,&#8221;id&#8221;:&#8221;section_5ZtkF&#8221;,&#8221;section_width&#8221;:&#8221;&#8221;,&#8221;animation&#8221;:&#8221;&#8221;,&#8221;animation_time&#8221;:&#8221;&#8221;,&#8221;timeline_animation&#8221;:&#8221;&#8221;,&#8221;timeline_delay&#8221;:&#8221;&#8221;,&#8221;timeline_order&#8221;:&#8221;&#8221;,&#8221;vertical_row&#8221;:&#8221;&#8221;,&#8221;box_middle&#8221;:&#8221;&#8221;,&#8221;css_classes&#8221;:&#8221;no-paddings no-margins 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Abstract: \\nThe term structure of interest rates is central to many valuation or risk management models. However, the construction of interest rate curves is no trivial task, and demands an in-depth understanding of the interest rate derivatives markets. It is our experience that some financial institutions do not pay [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":true,"template":"","format":"standard","meta":{"_exactmetrics_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"footnotes":""},"categories":[9,46],"tags":[],"class_list":["post-100006654","post","type-post","status-publish","format-standard","hentry","category-news","category-training"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.3 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Interest rate curve Webinar | Reacfin<\/title>\n<meta name=\"description\" content=\"Reacfin is a consulting firm. 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