Finastra’s new Pricing and Risk Metrics Guides are designed to give you the expertise you need to understand and build curves.
Part 1 of our Linear Interest Rate Series covering Single Currency Curve Construction explains how to:
- Build your own curve so you are not reliant on third-party vendors
- Be consistent in approach over different terms to make sure comparisons are fair
- Mix instruments (for example, cash rates, futures and spreads between different curves) to build a curve
Designed for traders, risk managers and professionals responsible for model validation, this guide will help you understand how to build a multi-curve framework within a single currency, improving your risk understanding.
Download our guide now for an expert perspective on curve construction and to validate your own techniques.
Pedro Porfirio leads the global field and customer engagement with capital markets customers and prospects. Based in London, Pedro drives the growth of the company’s entire capital markets business line spanning treasury, capital markets, and investment management. Pedro joined Finastra from Calypso Technology where he worked as Chief Product Officer, and brings over 25 years’ experience in banking and technology. Pedro holds an aerospace engineering degree from ITA in Brazil and an MBA from University of Michigan.