This presentation entitled “The End of Libor - What Happens Next?” was given by Liang Wu of Numerix at the GARP 19th Annual Risk Convention in New York on March 6th.
This presentation addresses the 2021 LIBOR decommission, including an examination of the anticipated effects on legacy contracts, curve building approaches, fallback rates and mechanisms. The presentation also examines factors to consider as institutions shift to approaches that will replace LIBOR.
Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management at Numerix
Liang Wu is a VP of Financial Engineering and heads up CrossAsset Product Management at Numerix. Wu has previously served as Director of Financial Engineering in the Client Solution Group at Numerix. Before joining Numerix in 2015, he worked at CME Group and HSBC in Pricing and Valuation, and Model Review roles. He holds an MSc degree in Financial Engineering from Columbia University, an MSc degree in Space Physics from Rice University and a BSc degree in Geophysics from University of Science and Technology of China.
Complete the form to the right to download this slide deck from Liang Wu's March 2018 Risk Convention presentation.
Complete the form below to download this slide deck from Liang Wu's March 2018 Risk Convention presentation.
The End of LIBOR: Implications and Preparing for 2021