Dawn of Alternative Reference Rates: Curve Construction Fundamentals

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19 June 2019
United States

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

Event details

Geographic Focus
Asia-Pacific, EMEA, LATAM, North America