On-Demand Webinar | Risk.net and Numerix: Transitioning to a Post-LIBOR world
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close
This feature is upgradeable
For End Users
You can activate this feature and other links for ALL VENDORS with a VendorMatch Premium subscription. Additionally you can gain access to an increased depth of data, summary reports, RFX reports (detailed completed RFIs - available to financial institutions only) and comparison grids. Please click here for more information on Premium features.
For Vendors
Vendors can activate their links and gain access to analytics by upgrading to VendorMatch PRO. Please click here for more information
Ask an Analyst
Ask an analyst is the ability to communicate with one of our analysts about this vendor, system or genre of solution.
Survey Summary
The Survey Summary provides a full download of the vendor profile, the solution profile and all survey response information uploaded by the vendor in connection with their VendorMatch directory listing. Note that the directory listing requires only check box responses where the RFX response is more comprehensive.
To learn more about subscribing to our service options, please contact us here
27 March 2019
United States
Speakers:
- Liang Wu, Vice-president of financial engineering, Numerix
- Philip Whitehurst, Head of service development rates, SwapClear, LCH
- Edward Ocampo, Former senior adviser, Bank of England
- Jasper Lillingston, Director, Treasury, European Bank for Reconstruction and Development
Key topics discussed:
- The current status of the risk-free rate (RFR) transition plan and how market participants are using RFRs Valuation Adjustment
- How market participants can prepare for and manage a forced transition via fallback language
- The best approach to building curves in less liquid RFR markets and what additional risk management measures are required
- How and when RFR liquidity can reach critical mass
- The impact of shifting from liquid Libor to less liquid RFRs and how will that will impact derivatives pricing
- The wider impacts of losing a rate that is so prevalent in valuation, risk and forecasting models
- A checklist for systems upgrades – the size of the IT challenge and what changes firms need to make
Event details
Industry or Business Focus
Banking
Geographic Focus
Asia-Pacific, EMEA, LATAM, North America
Format
Webinar