Join Risk.net and Numerix on March 28 for the upcoming webinar 'D-Day for the rates market - solving the outstanding issues in US Libor transition'.

You will come away with a comprehensive understanding of:

  • The transition to a risk-free rate world, clearing house conversions and Libor fall back
  • What outstanding issues market participants are facing today in the closing stages of the Libor transition
  • The remaining uncertainties for term SOFR: pain points in the narrow use cases prospects for reversing an interdealer trading ban, managing the lack of price transparency, and the driving forces behind the term SOFR versus overnight basis
  • Opportunities, challenges and latest developments in modelling volatility in SOFR. Techniques and tools for establishing the term SOFR volatility curve after Libor’s demise
Mar, 28 2023

Need Assistance?

Want More From Numerix? Subscribe to our mailing list to stay current on what we're doing and thinking

Want More from Numerix?

Subscribe to our mailing list to stay current on what we're doing and thinking at Numerix

Subscribe Today!