Wednesday, 20 October 2021
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09:00 - 10:30
Fixed Income Volatility Calibration Challenge: EIOPA Nominal Yield Curve is not the Market Curve
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Paul Bonnefoy
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11:00 - 12:30
Credit Risk Models and How to Calibrate Them
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Pierre-Edouard Arrouy
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All above times are in CEST (Central European Summer Time).