Join Risk.net and Numerix on March 28 for the upcoming webinar 'D-Day for the rates market - solving the outstanding issues in US Libor transition'.
You will come away with a comprehensive understanding of:
The transition to a risk-free rate world, clearing house conversions and Libor fall back
What outstanding issues market participants are facing today in the closing stages of the Libor transition
The remaining uncertainties for term SOFR: pain points in the narrow use cases prospects for reversing an interdealer trading ban, managing the lack of price transparency, and the driving forces behind the term SOFR versus overnight basis
Opportunities, challenges and latest developments in modelling volatility in SOFR. Techniques and tools for establishing the term SOFR volatility curve after Libor’s demise