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 around market liquidity for new products, the clash between benchmark reform and incoming market risk rules, and the potential state of LIBOR post 2021, among other matters. The collection of articles makes for uniformly insightful reading.

Amid the reports highlights, Numerix’s Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, contributes the feature article, Transitioning beyond Libor: Some key considerations, and also participates as a Q&A panelist where he shares his expert views on a number of Libor themes.

The report includes the following articles:

  • Transitioning beyond Libor: Some key considerations, Liang Wu, Numerix
  • Libor reform threatens risk modelling under FRTB, Nazneen Sherif, Risk.net
  • Dealers seek FRTB carve-out for Libor transition, Nazneen Sherif, Risk.net
  • A weird idea for weird times, Lukas Becker, Risk.net
  • Race for a new risk-free rate, Nazneen Sherif, Risk.net
  • Q&A: Ripple effect: The impact of moving away from Libor, featuring Numerix VP Liang Wu

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The 5 Top-of-Mind Issues Dominating the LIBOR Transition