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.
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.
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.
Multi-curve Cheyette-style models with lower bounds on tenor basis spreads
Thinking Derivatively – January 2021 Newsletter
Article | Technology and Innovation Push Growth of Structured Products
Risk.net On-Demand Webinar | LIBOR Telethon: Derivatives, Trading and Liquidity
The Impact of New Alternative Reference Rates on Curve Instruments and Curve Modelling
Thinking Derivatively – December 2020 Newsletter
Numerix Pricing & Risk Solutions Win Several Industry Awards Across Asia-Pacific
Leading Numerix Through the Pandemic: Taking Action that Makes a Difference
Structured Deposits in the Chinese Marketplace
Product Video: CrossAsset
Product Video: Oneview for Asset Management
Product Video: Python-Based Content