Thinking Derivatively - February 2019 Issue

  FEBRUARY 2019 NEWSLETTER

Progress of Alternative Reference Rates Towards Readiness for LIBOR Decommission

The five alternative reference rates selected to replace LIBOR are moving at different paces as they progress towards readiness for the end-of-2021 deadline. Check out where each rate stands today and the advances each has made.

VIEW INFOGRAPHIC>>

Part III: Multicurve Stripping

The move from LIBOR to alternative reference rates is making curve stripping more challenging than ever before. Here, we break these challenges down and demonstrate how Numerix’s cutting-edge multi-curve framework can help market participants address them.
VIEW WEBINAR>>
 

Part II: Understanding SOFR

Dr. Ping Sun, SVP, Financial Engineering at Numerix, examines the impact SOFR will have on the financial markets, and particularly what the transition to SOFR can mean to the derivatives industry.
WATCH WEBINAR>>

 

Part I: Transition Planning

We review the new alternative benchmark rates and discuss the preparations derivatives market
participants should consider to ensure a smooth transition between now and 2021.
REPLAY WEBINAR>>

Upcoming Events and Webinars


February 26th - 27th | GARP Risk Convention

March 12th - 14th | FIA Boca 2019

Please visit Numerix Events & Webinars for more information.
 

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