In November 2020 Numerix participated in Asia Risk Congress, Asia's leading risk management, derivatives and regulation event. At that event, Thomas Chan, Director, Financial Engineering for Numerix based in Hong Kong presented an on-camera in-depth presentation exploring the LIBOR Transition in APAC. With LIBOR cessation on track for a December 2021 end, the objective of this presentation is to bring the Asian markets up to speed on local transition progress.
Discussion highlights include:
Thomas Chan, Financial Engineer, Numerix
Thomas Chan is a Financial Engineer based in the Numerix Hong Kong office focusing on quantitative finance, risk management and risk modeling. During his nearly five years of tenure at Numerix Mr. Chan has contributed to a number of client projects, specifically solution delivery and model validation. Previously at Hong Kong Exchanges and Clearing Limited (HKEx) Mr. Chan worked with the OTC Clear Risk Management and Risk Modeling teams. Others prior to experience includes working as a financial analyst for Nanyang Commercial Bank Ltd.
Applying AI to Streamline the LIBOR Transition