On-Demand Webinar Archive

SOLUTION WEBINAR

Applying AI to Streamline the LIBOR Transition

THE LIBOR TRANSITION: NOT JUST A...
Trading, Technology and the Libor Transition
Join Kevin McPartland from Greenwich Associates, along with Philip...
SOLUTION WEBINAR

Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting

USING...
Preparing for the Switch to SOFR Discounting
It’s been reported that both LCH SwapClear and CME Clearing will be...
Numerix Quantitative Leadership Series: Advances in Tenor Basis Modeling: Boundedness, Specification &...
How to Prepare for the Next Phases of Initial Margin Requirements
Are you prepared for initial margin? If your...
Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing
XVAs are playing a larger role in...
SOLUTION WEBINAR

Using Numerix & Python to Construct Alternative Reference Rate Curves

CURVE...
Structured Notes: How Traders and Issuers Can Reduce the Complexities of Structured Products
Structured notes are...
Dawn of Alternative Reference Rates: Curve Construction Fundamentals
In the financial markets, curve construction...

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