Resources

In this webinar Ping Sun, SVP of Financial Engineering at Numerix, will examine the impact of the Fed Funds/SOFR switch on value transfers for swaptions and explore what this could mean for swaption pricing going forward.

Learn about the latest developments from ISDA’s IBOR fallback consultation and how you can use Numerix CrossAsset to conduct P&L impact analyses on LIBOR fallback curves.

This webinar examined the pros and cons of swaps fallback language, the case for pre-cessation triggers, as well as preparing for SOFR/ESTR discounting.

As the industry moves closer to LIBOR’s planned 2021 transition, in this video roundtable discussion Ping Sun, SVP of the LIBOR Transition for Numerix and Kevin McPartland, MD for Greenwich Associates discuss their top LIBOR transition concerns going into 2020.

Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020.

An interactive discussion on the impacts of the Libor transition on the technology and processes that power the trading desk.

Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020.

Ping Sun, SVP of Financial Engineering for Numerix explores the many facets of discounting risk as exchanges switch from OIS to SOFR discounting.