Thinking Derivatively – June 2020 Newsletter


The LIBOR Countdown: Focus on Derivatives and the Impact of COVID-19

We are beyond the halfway stage in the LIBOR transition journey. Read this new Q&A to gain an understanding and expert insights on the LIBOR transition timelines, LIBOR and SOFR volatility during the health pandemic, SOFR curve construction, discounting change and compensation, and the impact of the SOFR switch on swaptions.


The LIBOR Transition: A Risk Management Stress Event
Join ARRC Chair Tom Wipf and Gary Mandelblatt of NextGen Strategic Advisors on Thursday, June 25 as they explore the LIBOR transition as a major risk management stress event, and how firms can protect themselves from transition-related risks and financial losses.


LIBOR Transition Enters Critical Phase: ISDA, Numerix
As the LIBOR cessation deadline nears, the switch to alternative reference rates is entering a critical phase. In this on-demand webinar, Numerix joins Ann Battle, Head of Benchmark Reform at ISDA, to discuss the status of ISDA’s IBOR fallback consultation, the shift from using OIS to SOFR for discounting, the liquidity of SOFR-based products and developments in the SOFR swap markets.   


Numerix Strengthens Executive Leadership Team
Coming on the heels of the highest revenue generating year in the company’s history, Numerix positions itself for the next phase of growth with three leadership team promotions.


Upcoming Events and Webinars

June 24 | Libor Virtual Week 2020


Please visit Numerix Events & Webinars for more information.

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