Progress of Alternative Reference Rates Towards Readiness for LIBOR Decommission
The five alternative reference rates selected to replace LIBOR are moving at different paces as they progress towards readiness for the end-of-2021 deadline. Check out where each rate stands today and the advances each has made.
The move from LIBOR to alternative reference rates is making curve stripping more challenging than ever before. Here, we break these challenges down and demonstrate how Numerix’s cutting-edge multi-curve framework can help market participants address them. VIEW WEBINAR>>
Part II: Understanding SOFR
Dr. Ping Sun, SVP, Financial Engineering at Numerix, examines the impact SOFR will have on the financial markets, and particularly what the transition to SOFR can mean to the derivatives industry. WATCH WEBINAR>>
Part I: Transition Planning
We review the new alternative benchmark rates and discuss the preparations derivatives market
participants should consider to ensure a smooth transition between now and 2021. REPLAY WEBINAR>>