Thinking Derivatively – March 2020 Newsletter

  MARCH 2020 NEWSLETTER

The Capital Markets Today: In the Eye of Two Storms

The capital markets are facing the confluence of two disruptive forces: global economic and political instability and the emergence of new, but complex, technologies. We analyze how these tempests of change will put significant pressures on market participants in 2020, but may also bring about new opportunities.
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The LIBOR Transition in 2020: Roundtable Discussion
As the industry moves closer to LIBOR’s planned 2021 transition, we decided to bring together a panel of LIBOR experts from Numerix and Greenwich Associates to discuss some of the top transition concerns, from the perspectives of trading, operations and technology.WATCH NOW>>

 

SOFR Discounting: What We Know So Far
Switching gears from LIBOR to SOFR has several implications for the market. Read this blog to gain a quick understanding of the impact and risks of the shift from OIS to SOFR discounting, the variances between OIS curves and SOFR curves, and what this can all mean to your business.
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Fallback Curve Analysis Webinar, March 12: Last Chance to Register!
Learn about the latest developments from ISDA’s IBOR fallback consultation and how you can use Numerix CrossAsset to conduct P&L impact analyses on LIBOR fallback curves.REGISTER NOW>>
 

Upcoming Events and Webinars

March 26 | Risk.net Webinar - LIBOR Countdown: Spotlight on Derivatives

May 5-7 | ISDA 35th Annual General Meeting 2020

May 11-15 | QuantMinds International 2020

Please visit Numerix Events & Webinars for more information.

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