Preparing for a World Without LIBOR: Where Are We Now?

There’s been a lot of discussion in the capital markets world about the anticipated end of LIBOR and the ensuing far-reaching implications. On Wed, November 28th at 10 AM EST Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management at Numerix, discussed everything we know to-date about the LIBOR transition and the preparations derivatives market participants should consider to ensure a smooth transition between now and 2021.

With a different pace being taken globally, Mr. Wu provided the latest updates on the new alternative benchmarks, the transition plan for each and the implications for market participants.

Mr. Wu's webinar presentation covers:

  • LIBOR’s current status
  • The future – a world without LIBOR
  • Alternative reference rates
  • Transition – impacts and issues
    • New contracts coverage
    • Impacts on legacy contracts
      • Fallback rate and mechanism
      • Illustration with SOFR & SONIA
    • Two centers of interest rates
  • Preparing for the transition
  • Key takeaways

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