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Afma.com.au Posted applications should be directed Country to Telephone Mobile AFMA Education Training Fax Email GPO Box 3655 Sydney NSW 2001 Are you an AFMA Member Yes / No WORKSHOP DATES LOCATIONS Please refer to www. This course represents the practical modelling aspects of the OIS Discounting and ColVA and Counterparty Credit and CVA courses. Using matrices techniques for curve building. Build a tenor based OIS curve Create a dual bootstrapping LIBOR/BBSW to an OIS Calculating a CSA Curve...
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To fill out the modelling OIS and CVA form, follow these steps: 1. Start by entering your personal details, such as name, contact information, and employee ID. 2. Specify the date and project details for which the modelling is being performed. 3. Provide the necessary inputs and assumptions, such as interest rates, credit spreads, and market variables. 4. Clearly document the methodology used for modelling OIS and CVA. 5. Present the results in a structured manner, including tables, charts, and graphs. 6. Ensure that all calculations and formulas are accurate and validated. 7. Cross-check the input data and final results for consistency and accuracy. 8. Review and verify the document for any errors or omissions. 9. Obtain necessary approvals and sign-off from relevant stakeholders. 10. Submit the completed modelling OIS and CVA form to the appropriate department or authority.

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Modelling OIS and CVA is typically required by financial institutions, investment banks, and risk management departments. It is used to assess and quantify the potential risk exposure associated with derivative instruments, such as interest rate swaps and credit default swaps. Risk analysts, traders, regulators, and auditors may all need access to such models to make informed decisions about pricing, hedging, and managing risks.
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Modelling OIS (Overnight Index Swap) and CVA (Credit Valuation Adjustment) involves using mathematical models to calculate the fair value of derivative instruments taking into account counterparty credit risk.
Financial institutions and entities that engage in derivative trading are typically required to file modelling OIS and CVA.
To fill out modelling OIS and CVA, one must gather accurate data, select appropriate modelling techniques, and ensure compliance with regulatory reporting requirements.
The purpose of modelling OIS and CVA is to provide an accurate valuation of derivative instruments and manage counterparty credit risk effectively.
Information such as the type of derivatives traded, counterparty credit ratings, market data used for valuation, and details of the modelling techniques employed must be reported on modelling OIS and CVA.
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