ALMIS

Webinar – Using Yield Curves

Thank you to everyone who attended our Using Yield Curves Webinar, which we run exclusively for ALMIS users. We had a high attendance highlighting how important the topic is.

The webinar focused on how to construct and interpret a yield curve from the different interest rate markets. It demonstrated differences in the cash markets, swap rates and LIBOR futures prices.

To encourage interaction and add extra value, Dean Carter who has practical experience as a treasurer from the building society sector, joined the meeting as a guest expert.

Please feel free to download slides from Using Yield Curves Webinar

Market yield curves only give a market view, but what about your own view on future interest rates? Our Webinar Polls revealed that most (92%) believe 3 month’s LIBOR will be slightly higher in one year than it is today and the majority felt it would rise above 1% in two years time with slightly less than half believing it would rise above 1.2%. This view was compared with the futures market – which at the time has a lower expectation of a rate rise – and the forward SONIA was predicting a probability of a fall in rates.

3 month LIBOR, yield curves, swaps,

Everyone agreed that the webinar was useful, informative, interactive, and that polls added value.

“quick way of getting a good understanding of a subject”

“very easy way to get a group of ALMIS users together & discuss various topics”

“definately join again”

We hold webinars every month on important industry topics. Our next webinar is on interest margin variance analysis understanding margin movements, and will be held on Tuesday 1st November at 2.30pm.

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