Blog

Jonathan Rosen, PhD, analyzes what’s ahead for the SOFR benchmark interest rate in 2022 and how you can cope with upcoming changes.

FINCAD and Tradition recently hosted a joint webinar, SOFR Transition: Current and Future Implications for Derivatives, Loans and Fixed Income . I had the pleasure of co-presenting with Chris McGuigan of Tradition, as we discussed the unfolding events happening now as the US transitions from Libor to SOFR. The US is currently accelerating its pace to replace the Libor interest rate benchmark. As a

I am pleased to announce the winner of this year’s Women in Finance Scholarship! Diana Laura Alvarez Vizcarra , a native of Mexico, will use the award money to pursue a MSc degree in Computational Financial Mathematics at the University of Edinburgh. The FINCAD Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000

I recently had the opportunity to participate in a panel for CFA Society NY, as part of their Libor Transition Series. Conversation centered on “ Modeling Implications for Replacement Rates for Libor. ” I was in good company with host, Peter Went, PhD, lecturer at Columbia University, Fabio Mercurio, Global Head of Quantitative Analytics at Bloomberg, and Agha Mirza, Managing Director and Global

I am excited to announce that today we begin accepting applications for FINCAD’s 2021 Women in Finance Scholarship ! This scholarship acknowledges outstanding women aspiring to advance their education with the goal of pursuing a career in financial asset management, market risk management or derivatives finance within the capital markets. At FINCAD, we take immense pride in helping accelerate the