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Why Attend?
Learn more about usage of RFR-linked swaps and the differences between geographies. As all markets have work to do on non-vanilla instruments, you will better understand the challenges derivatives markets are facing as LIBOR cessation quickly approaches. |
The derivatives markets have made the most progress with the LIBOR Transition, however there are still many unknowns. In December, Risk.net hosted a LIBOR Telethon where they sourced dozens of pressing questions from the Risk.net audience and hosted a live Q&A session with a panel of industry experts.
Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management of Numerix joined the discussion and shared his thoughts on where the industry stands in terms of the treatment of non linear products, the use of alternative benchmarks, and the LIBOR cessation timetable.
In the conversation topics covered include:
Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management at Numerix
Liang Wu is a VP of Financial Engineering and heads up CrossAsset Product Management at Numerix. Wu has previously served as Director of Financial Engineering in the Client Solution Group at Numerix. Before joining Numerix in 2015, he worked at CME Group and HSBC in Pricing and Valuation, and Model Review roles. He holds an MSc degree in Financial Engineering from Columbia University, an MSc degree in Space Physics from Rice University and a BSc degree in Geophysics from University of Science and Technology of China.
The LIBOR Transition: Fallback Curve Analysis