Yields.io at Interest Rate Reform Conference

London, United Kingdom | March 4-6, 2020

Yields.io was present at the Interest Rate Reform Conference (A Quant Perspective). This was an event organised by WBS Training, in London (UK), on March 4-6.

The current global reform of interest rate benchmarks has a large impact on modeling. This, together with issues with data and uncertainty on the benchmark definitions, implies that this transition leads to an increase in model risk.

Jos Gheerardyn, Yields.io's CEO talked about "IBOR transition and model uncertainty", covering the following points:

  • How the IBOR transition impacts other models
  • Definition of model uncertainty
  • ML techniques to deal with uncertainty propagation through the model inventory

At the event:

AI Synergies Conference

Brussels, Belgium | November 6-8, 2019

The 15th Quantitative Finance Conference

Rome, Italy | October 16-18, 2019

MRM training course: risk, pricing & other modelling types

Stockholm, Sweden | September 25-26, 2019

MRM training course: risk, pricing & credit models

Frankfurt, Germany | June 26-27, 2019

Model Risk Management Summit

London, United Kingdom | June 26, 2019

Model Risk Management Europe

London, United Kingdom | 20-21 June, 2019

QuantMinds International

Vienna, Austria | May 13-17, 2019

Innovation & Business Model Risk Summit

San Francisco, United States | April 3, 2019

MRM: Pricing and Non-Pricing Models

Toronto, Canada | March 28-29, 2019

The 3rd ML & AI in Quantitative Finance Conference

London, United Kingdom | March 20-22, 2019

The 8th XVA Conference

London, United Kingdom | March 13-15, 2019

Milano Scaleup Summit

Milan, Italy | March 11-12, 2019

Credit Suisse Fintech Day

Brussels, Belgium | March 8, 2019

Finastra Universe Paris 2019

Paris, France | February 20-21, 2019

Paris Fintech Forum 2019

Paris, France | January 29-30, 2019

KBC innovation fair

Leuven, Belgium | September 8, 2017

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