Libor Transition Nears Its End – Five Topics You Need to Know The complex transition from LIBOR to alternative reference rates (ARRs) has been slowly in the works for about four years, but has now gained full steam as at the end of this year all... Read More
In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the differences between risk-neutral dynamics and real-world dynamics, and the important role of risk premia.
In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, and Gary Mandelblatt from NextGen Strategic Advisors, provide an assessment of the key challenges associated with renegotiating the millions of contracts tha
In this white paper, Ping Sun, Senior Vice President, Financial Engineering, shares responses to several of the key questions posed in the webinar on the LIBOR transition titled Spotlight on Derivatives as part of its LIBOR Countdown webinar series, and s