Numerix MasterClass: LIBOR Reform

Numerix MasterClass:
Navigating LIBOR Reform

Join our world-class experts as they become your instructors in this LIBOR MasterClass. No matter where your organization is in its LIBOR transition, we have something for you to explore. As you consider the state of your LIBOR reform program, select the content collections that are most important for you to engage with based on your firm’s level of preparedness. Register today to browse our most sought-after insights exploring LIBOR reform.

Just Getting Started

Your firm is in the early stages of researching and planning for the transition away from LIBOR. Your firm is exploring the potential impact on the business and working to understand the new RFRs.

• Understand LIBOR’s current status
• Learn about transition impacts and issues
• Get up to speed on the current state of Alternative Reference Rates (ARR), including publication timelines

Making Progress

Your firm has conducted an assessment of contracts impacted by the switch to ARRs and analyzed elements of market impact. Investment considerations may have been made around infrastructure, technology and data systems to enhance or streamline this process.

• Take a closer look at the impact on pricing and risk analytics and technology platforms
• Analyze the market impact of the switch from OIS to SOFR
• Explore how analytics frameworks can be used to address the transition

Prepared

Your firm has a transition plan in place and are working to meet internal deadlines. The firm is positioned to adapt to upcoming reform milestones and might be exploring ways to optimize elements of the transition.

• Learn how Python can be used with Numerix analytics to construct ARR curves
• Learn how you can use Numerix to conduct P&L impact analyses on LIBOR fallback curves
• Explore the impact of switching to SOFR for swaptions
• Get a first look at how AI can be applied to the transition