Presented at the GARP 20th Annual Risk Convention | February 2019

This presentation entitled “LIBOR Alternative Rates, Technology, and Risk: Understanding and Managing the Challenges” was given by Liang Wu of Numerix at the GARP 20th Annual Risk Convention in New York on February 26th.

This presentation addresses LIBOR transition’s current status and focuses on the alternative rates adoption, legacy contracts handling as well as the latest on curve modeling. This presentation also examines key aspects to consider as institutions embrace the changes.

Numerix Presenter Bio:

Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management at NumerixLiang 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.

Complete the form to the right to download this slide deck from Liang Wu's February 2019 Risk Convention presentation.

 

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Complete the form below to download this slide deck from Liang Wu's February 2019 GARP Risk Convention presentation.

on-demand webinar

Preparing for a World Without LIBOR