Thinking Derivatively – June 2020 Newsletter

  JUNE 2020 NEWSLETTER

The LIBOR Countdown: Focus on Derivatives and the Impact of COVID-19
 

We are beyond the halfway stage in the LIBOR transition journey. Read this new Q&A to gain an understanding and expert insights on the LIBOR transition timelines, LIBOR and SOFR volatility during the health pandemic, SOFR curve construction, discounting change and compensation, and the impact of the SOFR switch on swaptions.
LEARN MORE>>

 

The LIBOR Transition: A Risk Management Stress Event
Join ARRC Chair Tom Wipf and Gary Mandelblatt of NextGen Strategic Advisors on Thursday, June 25 as they explore the LIBOR transition as a major risk management stress event, and how firms can protect themselves from transition-related risks and financial losses.
REGISTER NOW>>

 

LIBOR Transition Enters Critical Phase: ISDA, Numerix
As the LIBOR cessation deadline nears, the switch to alternative reference rates is entering a critical phase. In this on-demand webinar, Numerix joins Ann Battle, Head of Benchmark Reform at ISDA, to discuss the status of ISDA’s IBOR fallback consultation, the shift from using OIS to SOFR for discounting, the liquidity of SOFR-based products and developments in the SOFR swap markets.   
ACCESS THE WEBINAR>>

 

Numerix Strengthens Executive Leadership Team
Coming on the heels of the highest revenue generating year in the company’s history, Numerix positions itself for the next phase of growth with three leadership team promotions.
READ MORE>>

 

Upcoming Events and Webinars

June 24 | Libor Virtual Week 2020

 

Please visit Numerix Events & Webinars for more information.

Follow Us

 
 
Newsletter - Nov 05, 2019

Thinking Derivatively - November 2019 Issue

Need Assistance?

Want More From Numerix? Subscribe to our mailing list to stay current on what we're doing and thinking

Want More from Numerix?

Subscribe to our mailing list to stay current on what we're doing and thinking at Numerix

Subscribe Today!