Dawn of Alternative Reference Rates: Curve Construction Fundamentals
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19 June 2019
Speaker: Ping Sun, SVP of Financial Engineering for Numerix CrossAsset tackles curve complexity under RFRs.
He addresses this topic in three parts:
- Part I: Introduction to RFRs and Curve Stripping: A Focus on SOFR
- Part II: New Curve Instruments Observed in Today’s Market Based on ARRs
- Part III: Market Best Practices in Constructing Curves and How They Can Be Applied to ARRs
Industry or Business Focus
Asia-Pacific, EMEA, LATAM, North America