Presented at the Libor Summit USA | November 2019
This presentation entitled “Dawn of Alternative Reference Rates: Curve Construction Fundamentals” was given by Ping Sun of Numerix at the Libor Summit USA in New York City on November 7th.
The...
Conference Presentation
Regulators and industry bodies have agreed on the alternative reference rates (ARRs) that will replace LIBOR, which is anticipated to no longer be published or supported past the end of 2021. To successfully transition to the new rates will require...
White Paper
In July 2017, the UK’s Financial Conduct Authority announced that after the end of 2021, it will no longer compel banks to use LIBOR as the benchmark for short-term interest rates in the interbank market. This departure from LIBOR is expected to...
White Paper
By Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, Numerix
LIBOR continues to be a substantial part of conversations in the financial world, particularly as this interest rate has been on the rise lately...
Written Blog
In this animated video, we discuss how Numerix CrossAsset’s cutting-edge multi-curve framework empowers institutions to accelerate their LIBOR transition and dynamically respond to the impacts of the evolving alternative reference rate (ARR)...
Video Blog
In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. For example, the report discusses the switch to alternative rates and the impact on pricing, risk and valuation, concerns...
Analyst Report
The transition away from LIBOR to the five selected alternative benchmark rates is underway, albeit at differing paces. We developed this current update as to the progress each rate has accomplished on its path to the 2021 deadline, believing it is...
Info Graphic
Complete Support for SOFR and SONIA Curves Now Available in Numerix CrossAsset
New York, NY – February 13, 2019
Numerix, the leader in risk technology, today announces SOFR and SONIA curve support is now available via its award-winning Numerix...
Press Release
From mortgages to commercial loans to financial derivatives, over $350 trillion worth of contracts are tied to LIBOR. This will make the transition from “the most important number in the world” to alternative reference rates by the end of 2021 one...
Video Blog
Often in life we hit a point where paths converge, we look back behind us at a dusty beaten trail and forward at a newly paved road. It may not always be obvious though which path will be easier. Few want to be the first to test new terrain or see...
Written Blog

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