Thinking Derivatively – October 2020 Newsletter

  OCTOBER 2020 NEWSLETTER

New Ebook: A Visual Analysis of the LIBOR Transition

The current pandemic, a very low interest rate environment and weak credit markets have complicated the transition from LIBOR to SOFR. This new ebook provides an illustrative exploration of the transition’s impact on swaptions. Download your copy today to better understand how the replacement of LIBOR with SOFR as the underlying of the derivatives market will affect trading activity going forward.
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LIBOR Risk Q3 Update: Talking About the Transition to SOFR
A Q&A paper produced by Risk.net in collaboration with Numerix examines LIBOR transition timelines, SOFR volatility, curve construction and the market implications for SOFR-based futures and swaps.
ACCESS THE PAPER>>


Impact Study Acknowledges Cloud as the Catalyst for Establishing Competitive Advantages
A Finextra Research impact study conducted in association with Numerix and Amazon Web Services reports on how the financial services sector is increasingly prioritizing digital transformation and leveraging the cloud to augment their agility, reduce time to market for new products and services, and address the spiraling total cost of ownership (TCO) of their IT                                                 infrastructures.
                                         DOWNLOAD THE REPORT>>

New Infographic: Current State of Alternative Reference Rates in Asia-Pacific
Jurisdictions in the Asia-Pacific (APAC) region are at different stages of progress in identifying alternative reference rates (ARRs) for their local currency IBOR. In this infographic, we consider how far member-nations of the Financial Stability Board in APAC have progressed in the transition to ARRs and how much further they need to go.
                                         LEARN MORE>>

Upcoming Events and Webinars

Numerix NEXT 2020: Virtual World Tour

October 27-28 | Risk ASEAN 2020

November 2-6 | QuantMinds International 2020

November 9-13 | Risk Live 2020

 

 

Please visit Numerix Events & Webinars for more information.

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