Analyst Report – Jun 15, 2021

LIBOR Risk Q2 2021 Libor Transition Nears Its End – Five Topics You Need to Know

Libor Transition Nears Its End – Five Topics You Need to Know The complex transition from LIBOR to alternative reference rates (ARRs) has been slowly in the works for about four years, but has now gained full steam as at the end of this year all... Read More

Featured LIBOR Transition and Multi-Curve Pricing Research & Insights

Press Release – Jun 22, 2021
American Financial Exchange® Launches AMERIBOR® Term Structure of Interest Rates based on Overnight AMERIBOR Cash and Futures Prices

American Financial Exchange® Launches AMERIBOR® Term Structure of Interest Rates based on overnight ameribor cash...

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White Paper – Mar 30, 2021
White paper | Examining What's Next for LIBOR: Top Themes Dominating the Transition in 2021

In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the differences between risk-neutral dynamics and real-world dynamics, and the important role of risk premia.

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On-Demand Webinar – Jan 7, 2021
Risk.net On-Demand Webinar | LIBOR Telethon: Derivatives, Trading and Liquidity

Risk.net hosted a LIBOR Telethon where they sourced dozens of pressing questions from the Risk.net audience and hosted a live Q&A session with a panel of industry experts

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White Paper – Sep 4, 2020
White paper | LIBOR Transition Readiness: The Current Narrative

Results of a Numerix Global Survey on the LIBOR Transition

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White Paper – Jun 18, 2020
White paper | Exploring How AI Can Help Address Contract Challenges During the LIBOR Transition

In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, and Gary Mandelblatt from NextGen Strategic Advisors, provide an assessment of the key challenges associated with renegotiating the millions of contracts tha

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White Paper – May 30, 2020
White paper | The LIBOR Countdown: Focusing on Derivatives and the Impact of COVID-19

In this white paper, Ping Sun, Senior Vice President, Financial Engineering, shares responses to several of the key questions posed in the webinar on the LIBOR transition titled Spotlight on Derivatives as part of its LIBOR Countdown webinar series, and s

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On-Demand Webinar – May 28, 2020
GARP On-Demand Webinar | Transitioning LIBOR in the Context of COVID-19

Webinar On-Demand

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Fast Track Course – Apr 28, 2020
Content Collection | Numerix MasterClass: LIBOR Reform

Join our world-class experts as they become your instructors in this LIBOR MasterClass.

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On-Demand Webinar – Apr 9, 2020
The LIBOR Transition: Impact of SOFR Switch on Swaptions

Webinar 04/09, 10am EDT

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On-Demand Webinar | OIS Discounting Revisited - Swap Pricing in a Centrally Cleared World
The Dodd-Frank Act requires swap dealers and many of their clients to clear eligible Interest Rate Swaps through central counterparties. Since clearinghouses use Overnight Index Swap (OIS) discounting for pricing collateralized swaps instead of...
On-Demand Webinar
On-Demand Webinar | The OIS & FVA Relationship - The Evolving Funding Dynamics for OTC Derivatives
Overnight Index Swap (OIS) discounting and Funding Valuation Adjustment (FVA) have been hot topics in the Over-the-Counter (OTC) derivatives market since the global financial crisis. While practitioners generally agree that fully collateralized...
On-Demand Webinar
White Paper | The OIS & FVA Relationship: Evolution of OTC Derivative Funding Dynamics
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and FVA for OTC derivatives—and then dives deeper into the relationship between the two concepts. The white paper also includes a case...
White Paper
PRMIA Master Class Series on OIS Discounting
Numerix is proud to join with PRMIA to present the OIS Discounting Master Class Video Series
The series is a collection of on-demand Master Class video lectures which provide hands-on technical instruction for pressing challenges around OIS...
Event Recording
On-Demand Webinar | Advanced OIS Discounting - Building Proxy OIS Curves When OIS Markets are Illiquid or Nonexistent
The G5 currencies (USD, EUR, GBP, JPY and CHF), along with a few others, have well-developed Overnight Index Swap (OIS) markets, enabling practitioners to construct OIS curves which can then be used to discount derivative cash flows collateralized...
On-Demand Webinar
Greenwich Associates On-Demand Webinar | Trading, Technology and the Libor Transition
Trading, Technology and the Libor Transition
Join Kevin McPartland from Greenwich Associates, along with Philip Whitehurst from LCH, Christopher Fedele from Broadridge and Ping Sun from Numerix for an interactive discussion on the impacts of the...
On-Demand Webinar
LIBOR Risk Q2 2021 Libor Transition Nears Its End – Five Topics You Need to Know
Libor Transition Nears Its End – Five Topics You Need to Know
The complex transition from LIBOR to alternative reference rates (ARRs) has been slowly in the works for about four years, but has now gained full steam as at the end of this year all...
Analyst Report
American Financial Exchange® Launches AMERIBOR® Term Structure of Interest Rates based on Overnight AMERIBOR Cash and Futures Prices
American Financial Exchange® Launches AMERIBOR® Term Structure of Interest Rates based on overnight ameribor cash and futures prices
Chicago, June 22, 2021
The American Financial Exchange (AFX), an electronic exchange for direct lending and...
Press Release
Risk.net On-Demand Webinar | LIBOR Countdown: Spotlight on Derivatives
LIBOR Countdown: Spotlight on Derivatives
The next 12 months will determine how rates markets cope with the death of Libor. Risk.net has been covering Libor reform efforts since the Financial Stability Board fired the starter’s pistol in 2014,...
On-Demand Webinar
On-Demand Solution Webinar | The LIBOR Transition: Fallback Curve Analysis
SOLUTION WEBINAR

The LIBOR Transition: Fallback Curve Analysis

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Learn about the latest developments from ISDA’s IBOR fallback consultation and how you...
On-Demand Webinar

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