analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
Resources Filter by Type All Resources Publications Webinars Case Studies Videos Podcasts Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform white paper If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his business case for supporting greater adoption of the cloud. Read white paper blog Exploring 3 Major Challenges of the SOFR Transition With LIBOR now phased out, the transition to SOFR has not always been smooth sailing, producing many operational, workflow and market-readiness challenges for financial institutions. We share three of the top issues firms are encountering as they navigate SOFR adoption. Read Blog blog Navigating Real-Time Pricing and Risk of Same-Day Options Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic. Read Blog newsletter January/February Newsletter 2024 Thinking Derivatively | January/February 2024 | In this Issue: 2024 market themes, Structured credit markets, Quantitative trading strategies Read newsletter blog 3 Factors Transforming Mortgage-backed Security (MBS) Investing Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report. Read Blog blog These 2023 Themes Will Continue to Dominate in 2024 As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year. Read Blog webinar FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks. Register Now blog Webinar Recap: Using PnL Explain Analytics to Fuel Trading and Risk Decisions Get top takeaways from our solution webinar exploring the valuable role of PnL Explain Analytics. Discover how the PnL Explain analytics in Numerix Oneview can provide you with critical insights that inform on-point daily trading and risk decisions. Read Blog blog Using Cloud Technology to Stay Ahead in Competitive Markets Thriving in a complex financial environment demands innovation. Discover how Enfusion partnered with FINCAD to leverage cutting-edge cloud technology for valuation and risk management. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded video Discover the Numerix Difference Learn about our front-to-risk technology suite and how we're helping traders and risk managers actively value, manage risk and hedge their portfolios. Watch video blog ChatGPT: Does it have a place in the Capital Markets? In this blog we discuss if financial firms can successfully leverage ChatGPT in their technologies and workflows, and if so, how? Read Blog analyst report Coalition Greenwich Report This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates. Read analyst report blog Numerix Top 5: Thought Leadership Year in Review It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023. Read Blog webinar Charting the Course for Structured Credit Markets in 2024 In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and other interest rate-sensitive structured products, highlighting the key risk factors and unique market dynamics that shape them. Register Now blog Zero Day Options Gain Momentum with New Contract Offerings Nasdaq recently listed a series of new weekly options contracts, which traders can utilize for trading zero-day to expiration (ODTE) options. It’s speculated that Nasdaq is aiming to take advantage of the recent surge in zero-day options popularity and ramping up for continued growth in this market. Read Blog webinar FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds Register Now white paper Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market. Read white paper newsletter December Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for RFRs Read newsletter Pagination First page « First Previous page Previous … Page 8 Page 9 Page 10 Page 11 Current page 12 Page 13 Page 14 Page 15 Page 16 … Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform Content type All Publications Analyst report Article Blog post Journal issue Newsletter Quantitative research White paper analyst report Trading, Technology and the LIBOR Transition Discover the driving forces behind the LIBOR transition in this new ebook prepared by Greenwich Associates. Read analyst report white paper Analyzing the Market Impact of SOFR Discounting In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow. Read white paper quantitative research STIRs and OIS Futures in the Hull-White Model This paper derives exact formulas and their simple approximations for STIRs and OIS futures convexity adjustment under the one-factor Hull-White model which can be efficiently used in curve stripping. Read quantitative research quantitative research SOFR and €STR Discounting: Forward Convexity from Discount-Rate Transition In this technical paper, Jonathan Rosen, PhD, discusses the challenges surrounding the alternative reference rates (ARRs) replacing LIBOR and how market participants can cope. Read quantitative research white paper Talking XVA: Pace of Adoption, New Technology & Cloud Numerix’s Irina Slobodyanyuk, Lead Product Manager for XVA and Financial Engineer for Risk, shares her expert insights on these key topics and more Read white paper white paper A "Playbook" for Automating the Front Office This paper serves as a brief “playbook” on how to get started on automating the front office. Author, Jim Jockle, CMO of Numerix discusses several proven strategies. Read white paper white paper Increased Adoption and Innovation Are Driving the Structured Products Market In this white paper, we discuss how the structured notes business is becoming more digitized and why a broader range of market participants are now issuing these products. Read white paper quantitative research Risk Magazine Cutting Edge Article | MVA Future IM for Client Trades and Dynamic Hedges Alexandre Antonov, Serguei Issakov and Andy McClelland propose that IM for both sides should be forecast and reflected in MVA. Read quantitative research white paper The Transformative Impacts of the XVA State of Play In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology Over the last several years, a vortex of regulatory, operational, technological, and growth challenges have caused significant shifts in banks’ operating environments and business models. This has created an environment ripe for the application of managed services. Read Blog white paper The Value of Managed Services for Trading and Risk Management In this white paper, we discuss the benefits of a managed services program, what derivatives businesses look for in managed services vendors, and the changing technological landscape. Read white paper white paper Gain or Pain - Automating the OTC and Structured Products Markets In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper white paper LIBOR Will Not Transition Quietly: What You Need to Know Now In this Q&A, we discuss the transition effort from the IBORs to the RFRs, characteristics of RFRs and other challenges assocaited with the transition Read white paper white paper The Current Landscape of Electronic Trading: A Discussion Among Experts In this e-trading forum, Numerix features a panel of industry leaders who discuss the key trends shaping the evolution of electronic trading Read white paper white paper Supporting ISDA SIMM™: Key Considerations You Need to Know Is your institution going to be part of the final two phase-ins of initial margin (IM) rules for non-cleared derivatives? Read white paper analyst report XVA: Valuations’ Generation X Commissioned by Numerix and produced by Aite Group, explores how banks have evolved over the pastfew years to incorporate the growing family of trade valuation adjustments for pricing, accounting and regulatory reporting requirements. Read analyst report white paper The Availability of New Technologies and a Renewed Focus on Digital In Part 2 of this white paper series that examines the transformation of the capital markets and the emerging dynamics impacting front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services Satyam Kancharla shares his views on the accelerating pace of technology change and innovation in the capital markets. Read white paper white paper The Impact of LIBOR's Phaseout on Technology: Maneuvering Through the Curve Highway In this Q&A, we discuss the technology perspective tied to the switch to the LIBOR alternative reference rates Read white paper Pagination First page « First Previous page Previous … Page 8 Page 9 Page 10 Page 11 Current page 12 Page 13 Page 14 Page 15 Page 16 Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Page 8 Current page 9 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Pagination First page « First Previous page Previous Page 1 Current page 2 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Pagination First page « First Previous page Previous Page 1 Page 2 Current page 3
white paper If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his business case for supporting greater adoption of the cloud. Read white paper
blog Exploring 3 Major Challenges of the SOFR Transition With LIBOR now phased out, the transition to SOFR has not always been smooth sailing, producing many operational, workflow and market-readiness challenges for financial institutions. We share three of the top issues firms are encountering as they navigate SOFR adoption. Read Blog
blog Navigating Real-Time Pricing and Risk of Same-Day Options Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic. Read Blog
newsletter January/February Newsletter 2024 Thinking Derivatively | January/February 2024 | In this Issue: 2024 market themes, Structured credit markets, Quantitative trading strategies Read newsletter
blog 3 Factors Transforming Mortgage-backed Security (MBS) Investing Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report. Read Blog
blog These 2023 Themes Will Continue to Dominate in 2024 As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year. Read Blog
webinar FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks. Register Now
blog Webinar Recap: Using PnL Explain Analytics to Fuel Trading and Risk Decisions Get top takeaways from our solution webinar exploring the valuable role of PnL Explain Analytics. Discover how the PnL Explain analytics in Numerix Oneview can provide you with critical insights that inform on-point daily trading and risk decisions. Read Blog
blog Using Cloud Technology to Stay Ahead in Competitive Markets Thriving in a complex financial environment demands innovation. Discover how Enfusion partnered with FINCAD to leverage cutting-edge cloud technology for valuation and risk management. Read Blog
video Discover the Numerix Difference Learn about our front-to-risk technology suite and how we're helping traders and risk managers actively value, manage risk and hedge their portfolios. Watch video
blog ChatGPT: Does it have a place in the Capital Markets? In this blog we discuss if financial firms can successfully leverage ChatGPT in their technologies and workflows, and if so, how? Read Blog
analyst report Coalition Greenwich Report This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates. Read analyst report
blog Numerix Top 5: Thought Leadership Year in Review It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023. Read Blog
webinar Charting the Course for Structured Credit Markets in 2024 In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and other interest rate-sensitive structured products, highlighting the key risk factors and unique market dynamics that shape them. Register Now
blog Zero Day Options Gain Momentum with New Contract Offerings Nasdaq recently listed a series of new weekly options contracts, which traders can utilize for trading zero-day to expiration (ODTE) options. It’s speculated that Nasdaq is aiming to take advantage of the recent surge in zero-day options popularity and ramping up for continued growth in this market. Read Blog
webinar FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds Register Now
white paper Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market. Read white paper
newsletter December Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for RFRs Read newsletter
analyst report Trading, Technology and the LIBOR Transition Discover the driving forces behind the LIBOR transition in this new ebook prepared by Greenwich Associates. Read analyst report
white paper Analyzing the Market Impact of SOFR Discounting In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow. Read white paper
quantitative research STIRs and OIS Futures in the Hull-White Model This paper derives exact formulas and their simple approximations for STIRs and OIS futures convexity adjustment under the one-factor Hull-White model which can be efficiently used in curve stripping. Read quantitative research
quantitative research SOFR and €STR Discounting: Forward Convexity from Discount-Rate Transition In this technical paper, Jonathan Rosen, PhD, discusses the challenges surrounding the alternative reference rates (ARRs) replacing LIBOR and how market participants can cope. Read quantitative research
white paper Talking XVA: Pace of Adoption, New Technology & Cloud Numerix’s Irina Slobodyanyuk, Lead Product Manager for XVA and Financial Engineer for Risk, shares her expert insights on these key topics and more Read white paper
white paper A "Playbook" for Automating the Front Office This paper serves as a brief “playbook” on how to get started on automating the front office. Author, Jim Jockle, CMO of Numerix discusses several proven strategies. Read white paper
white paper Increased Adoption and Innovation Are Driving the Structured Products Market In this white paper, we discuss how the structured notes business is becoming more digitized and why a broader range of market participants are now issuing these products. Read white paper
quantitative research Risk Magazine Cutting Edge Article | MVA Future IM for Client Trades and Dynamic Hedges Alexandre Antonov, Serguei Issakov and Andy McClelland propose that IM for both sides should be forecast and reflected in MVA. Read quantitative research
white paper The Transformative Impacts of the XVA State of Play In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper
blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology Over the last several years, a vortex of regulatory, operational, technological, and growth challenges have caused significant shifts in banks’ operating environments and business models. This has created an environment ripe for the application of managed services. Read Blog
white paper The Value of Managed Services for Trading and Risk Management In this white paper, we discuss the benefits of a managed services program, what derivatives businesses look for in managed services vendors, and the changing technological landscape. Read white paper
white paper Gain or Pain - Automating the OTC and Structured Products Markets In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper
white paper LIBOR Will Not Transition Quietly: What You Need to Know Now In this Q&A, we discuss the transition effort from the IBORs to the RFRs, characteristics of RFRs and other challenges assocaited with the transition Read white paper
white paper The Current Landscape of Electronic Trading: A Discussion Among Experts In this e-trading forum, Numerix features a panel of industry leaders who discuss the key trends shaping the evolution of electronic trading Read white paper
white paper Supporting ISDA SIMM™: Key Considerations You Need to Know Is your institution going to be part of the final two phase-ins of initial margin (IM) rules for non-cleared derivatives? Read white paper
analyst report XVA: Valuations’ Generation X Commissioned by Numerix and produced by Aite Group, explores how banks have evolved over the pastfew years to incorporate the growing family of trade valuation adjustments for pricing, accounting and regulatory reporting requirements. Read analyst report
white paper The Availability of New Technologies and a Renewed Focus on Digital In Part 2 of this white paper series that examines the transformation of the capital markets and the emerging dynamics impacting front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services Satyam Kancharla shares his views on the accelerating pace of technology change and innovation in the capital markets. Read white paper
white paper The Impact of LIBOR's Phaseout on Technology: Maneuvering Through the Curve Highway In this Q&A, we discuss the technology perspective tied to the switch to the LIBOR alternative reference rates Read white paper