Libor is a cornerstone of today’s financial industry, underpinning an estimated $350 trillion in contracts. The size, scale and scope of Libor usage makes the transition to a post-Libor world by 2021 arguably one of the biggest challenges facing financial firms.
This webinar provides a critical understanding of Libor’s current status, the transition, building curves, valuation and modelling, and advancing technology to prepare for market changes.
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
Moderator: Helen Bartholomew, Editor-at-large, Risk.net
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