Resources

Augusto Carvalho, Director Regional de Preventas de Numerix, Andrés Galindo, Director de PiP Colombia, Laura Carolina Cardona, Estructuradora de productos derivados y divisas, y líder del frente de derivados en el proyecto de cambio LIBOR del Grupo Bancolombia quienes brindarán una actualización profunda del mercado global y colombiano respecto al progreso de esta transición.

Augusto Carvalho, Director Regional de Preventas de Numerix, Paul Rebolledo, CFA, Gerente de Valuación de PiP Perú, Marco Remy, Gerente de Ingeniería Financiera de Riesgo de Mercado, BCP y Credicorp y Werner Haeberle, Director de Riesgos Estructurales, de Mercado y Fiduciario en BBVA Perú brindarán una actualización profunda del mercado global y peruano respecto al progreso de esta transición.

This webinar will examine how financial institutions can be forward looking and robustly advancing towards the adoption of new alternative rates in Asia.

This event provided an overview on how Risk Management has changed in the context of the COVID-19 pandemic.

Why should the LIBOR transition be viewed as a major risk management stress event.

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.

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.

In this webinar, Brian Boucher, VP Product Management at Numerix, details the advantages of using Python over Excel and explains how Python can help give you an edge in today's markets.

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.

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.

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.

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.

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.

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.

An interactive discussion on the impacts of the Libor transition on the technology and processes that power the trading desk.

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.

Ping Sun, SVP of Financial Engineering for Numerix explores the many facets of discounting risk as exchanges switch from OIS to SOFR discounting.

In this webinar, Andrew McClelland Ph.D., introduces a lower-bounded multi-curve Cheyette model, with lower bounds owing to level dependence in spread volatilities and derives swaption pricing formulae and other quantities relevant for practical use.