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Bank of America Credit Card Receivables: Accounting and Hedging Implications of Poor Prepayment Modeling

CQF Institute

Wednesday, 6 September 2017 from 18:00 to 20:00 (BST)

Bank of America Credit Card Receivables: Accounting...

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Type End Quantity
LIVE - Hedging Implications of Poor Prepayment Modeling 6 Sep 2017 Free  
ONLINE - Hedging Implications of Poor Prepayment Modeling 6 Sep 2017 Free  

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Event Details

Bank of America Credit Card Receivables: Accounting and Hedging Implications of Poor Prepayment Modeling - 06 September
Attend live in London or join the online webcast
Fitch Learning, The Corn Exchange, 55 Mark Lane, London, EC3R 7NE

 

Prepayment modeling of financial instruments is a notably complex task. Changes in prepayment assumption may have important implications in the income statement, in interest rate hedging decision making and in funds transfer pricing. This talk will cover the implications using a real case study.

Juan will discuss the following areas:

 -  Bank of America's credit card
 -  Impact on net interest income
 -  Impact on impairment
 -  Impact on interest rate hedging
 -  Impact of funding

 

 

Speaker Bio

Juan Ramirez is a professional in the Banking and Capital markets group of Deloitte London, advising clients on complex Basel III and IFRS issues. Prior to joining Deloitte, Juan spent 20 years in investment banking in derivatives sales and trading at JP Morgan, Lehman Brothers, Barclays Capital, Santander and BNP Paribas. Juan holds an MBA for the University of Chicago and a BSc in Electrical Engineering from ICAI, Madrid.

Juan Ramirez is the author of Accounting for Derivatives; Handbook of Basel III Capital; Handbook of Corporate Equity Derivatives and Equity Capital Markets.

 


This is a free talk, availability is limited.

 

Terms and Conditions
This event is being organised by the CQF Institute (part of Fitch 7city Learning) in conjunction with Wiley. While we will make every effort to deliver the event, we reserve the right to change or cancel the published event date due to unforeseen circumstances. By registering for the live event you agree to any photography and video that may take place. If you wish to opt out, please contact the CQF Institute at CQFInstitute@fitchlearning.com
For full details of the terms and conditions, please visit http://www.cqfinstitute.org/content/website-terms-conditions-use-and-privacy-statement

Do you have questions about Bank of America Credit Card Receivables: Accounting and Hedging Implications of Poor Prepayment Modeling? Contact CQF Institute

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When & Where


Fitch Learning
55 Mark Lane
EC3R 7NE London
United Kingdom

Wednesday, 6 September 2017 from 18:00 to 20:00 (BST)


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