Risk Management

Preparándonos para un mundo sin la tasa Libor

Augusto Carvalho, Director Regional de Preventas de Numerix e Igor González, Director de Operaciones de PiP, brindan una actualización profunda del mercado y progreso de esta transición.

05/27/20

Webinar

Transitioning LIBOR in the Context of COVID-19

As the October 2020 date rapidly approaches for LCH and CME to shift from using OIS to SOFR for discounting of US dollar interest rate derivatives, this panel provides a market update and progress on the LIBOR transition focusing on derivatives market participants.

05/06/20

Webinar

Structured Products: Transforming Risk into Opportunities

This webinar examines the most recent period of extreme volatility the global markets have experienced, in response to acute concerns over the economic impact of Covid-19. Find out what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment.

04/17/20

Webinar

The LIBOR Transition: Impact of SOFR Switch on Swaptions

In this webinar Ping Sun, SVP of Financial Engineering at Numerix, will examine the impact of the Fed Funds/SOFR switch on value transfers for swaptions and explore what this could mean for swaption pricing going forward.

04/09/20

Analyst report

LIBOR Risk Q1 2020

In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR.

04/01/20

Webinar

The LIBOR Transition: Fallback Curve Analysis

Learn about the latest developments from ISDA’s IBOR fallback consultation and how you can use Numerix CrossAsset to conduct P&L impact analyses on LIBOR fallback curves.

03/12/20

Webinar

Risk.net | LIBOR Countdown: Spotlight on Derivatives

This webinar examined the pros and cons of swaps fallback language, the case for pre-cessation triggers, as well as preparing for SOFR/ESTR discounting.

03/04/20

SOFR letters flying on an abstract financial background

Blog post

The Market Impact of SOFR Discounting: What We Know So Far

Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far

02/19/20

White paper

The Capital Markets 2020: In the Eye of Two Storms

In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, provides his view on the drivers of change and their implications for the current and future state of the capital markets.

02/06/20

Webinar

LIBOR Transition in 2020: Discussion with Numerix & Greenwich Associates

As the industry moves closer to LIBOR’s planned 2021 transition, in this video roundtable discussion Ping Sun, SVP of the LIBOR Transition for Numerix and Kevin McPartland, MD for Greenwich Associates discuss their top LIBOR transition concerns going into 2020.

01/31/20

Analyst report

Trading, Technology and the LIBOR Transition

Discover the driving forces behind the LIBOR transition in this new ebook prepared by Greenwich Associates.

01/25/20

White paper

Analyzing the Market Impact of SOFR Discounting

In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow.

01/25/20

Webinar

Applying AI to Streamline the LIBOR Transition

Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020.

12/05/19